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European call option issued on a bond go ...
Modern Stochastics: Theory and Applications
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European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process
Arbitrage in the Hermite Binomial Market
Xuwen Cheng, Yiran Zheng, Xili Zhang
https://doi.org/10.3390/fractalfract6120702
Journal
Fractal and Fractional
Volume 6, Issue 12 (2022), p. 702
PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018)
G. Christanto, B. D. Handari, H. Tasman
https://doi.org/10.1063/1.5132452
Conference
Volume 2168 (2019), p. 020025
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