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"A fractional Black-Scholes model with stochastic volatility and European ..."

Xin-Jiang He, Sha Lin (2021)

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DOI: 10.1016/J.ESWA.2021.114983

access: closed

type: Journal Article

metadata version: 2021-06-25

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Xin-Jiang He, Sha Lin:
A fractional Black-Scholes model with stochastic volatility and European option pricing. Expert Syst. Appl. 178: 114983 (2021)

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