Monte-Carlo method for option pricing in sub-diffusive arithmetic models (Q5018593)
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scientific article; zbMATH DE number 7450276
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte-Carlo method for option pricing in sub-diffusive arithmetic models |
scientific article; zbMATH DE number 7450276 |
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Monte-Carlo method for option pricing in sub-diffusive arithmetic models (English)
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21 December 2021
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sub-diffusion
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gamma process
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Monte Carlo approach
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option pricing
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