A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion
| Autor: | Ballestra, Luca Vincenzo, Pacelli, Graziella, Radi, Davide |
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| Zdroj: | In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena June 2016 87:240-248 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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