Actuarial Approach to Option Pricing in a Fractional Black–Scholes Model with Time-Dependent Volatility
2013 ◽
Vol 61
(2)
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pp. 181-193
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2003 ◽
Vol 24
(7)
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pp. 826-835
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2007 ◽
Vol 03
(01)
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pp. 0750001
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1989 ◽
Vol 116
(3)
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pp. 537-558
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2010 ◽
Vol 389
(3)
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pp. 438-444
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2020 ◽
Vol 13
(10)
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pp. 2841-2851
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