A comparison of option pricing models
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DOI: 10.1142/S2424786317500244
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- Dastranj, Elham & Sahebi Fard, Hossein & Abdolbaghi, Abdolmajid & Reza Hejazi, S., 2020. "Power option pricing under the unstable conditions (Evidence of power option pricing under fractional Heston model in the Iran gold market)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
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Keywords
Power option; option pricing; double Heston model; double Heston with three jumps;All these keywords.
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