Option Pricing Under Multifractional Process and Long-Range...

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Fluctuation and Noise Letters 2020 / 09

Option Pricing Under Multifractional Process and Long-Range Dependence

Mattera, Raffaele, Di Sciorio, Fabrizio
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Journal:
Fluctuation and Noise Letters
DOI:
10.1142/S0219477521500085
Date:
September, 2020
File:
PDF, 324 KB
2020
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