The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (Q724563)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion |
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The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion (English)
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26 July 2018
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mixed fractional Brownian motion
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geometric Asian option
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power option
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time changed process
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