Option pricing under a gamma-modulated diffusion process (Q645515)
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scientific article; zbMATH DE number 5972048
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under a gamma-modulated diffusion process |
scientific article; zbMATH DE number 5972048 |
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Option pricing under a gamma-modulated diffusion process (English)
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15 November 2011
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option pricing
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gamma process
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long memory
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