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scientific article; zbMATH DE number 7071952

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Publication:5382378
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zbMath1424.91120MaRDI QIDQ5382378

Feiyue Chen

Publication date: 21 June 2019


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fractional Brownian motionoptionwarrant bondsrisk-neutral valuation theory


Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Derivative securities (option pricing, hedging, etc.) (91G20)








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