The pricing formulas of compound option based on the sub-fractional Brownian motion model
2018 ◽
Vol 1053
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pp. 012027
2006 ◽
Vol 14
(3)
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pp. 931-940
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2020 ◽
Vol 539
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pp. 122868
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2013 ◽
Vol 19
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pp. 416-425
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2015 ◽
Vol 29
(4)
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pp. 589-596
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