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مركز الأبحاث

PRICING EUROPEAN AND AMERICAN OPTIONS UNDER FRACTIONAL MODEL

Author name : Mohamed Kharrat
Publication Date : 2022-03-10
Journal Name : Palestine Journal of Mathematics

Abstract

PRICING EUROPEAN AND AMERICAN OPTIONS UNDER FRACTIONAL MODEL

Keywords

PRICING EUROPEAN AND AMERICAN OPTIONS UNDER FRACTIONAL MODEL

Publication Link

https://pjm.ppu.edu/sites/default/files/papers/PJM_Speciall_Issue_II_March_2022_63_to_73.pdf

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