"The evaluation of geometric Asian power options under time changed mixed ..."

Foad Shokrollahi (2018)

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DOI: 10.1016/J.CAM.2018.05.042

access: closed

type: Journal Article

metadata version: 2020-06-16

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Foad Shokrollahi:
The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion. J. Comput. Appl. Math. 344: 716-724 (2018)

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