Optimal Exercise Boundary of American Fractional Lookback Option in a Mixed Jump-Diffusion Fractional Brownian Motion Environment.
| Autor: | Yang, Zhaoqiang1 |
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| Zdroj: | Mathematical Problems in Engineering. 7/17/2017, p1-17. 17p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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