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Wen-Jun Zhang 0003

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affiliation: ShenZhen University

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2010
[j1]
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Jin-Rong Liang, Jun Wang, Wen-Jun Zhang, Wei-Yuan Qiu, Fu-Yao Ren:
Option pricing of a bi-fractional Black-Merton-Scholes model with the Hurst exponent H in [1/2, 1]. Appl. Math. Lett. 23(8): 859-863 (2010)

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