A Mixed BrownianPoissonfractional Model for option pricing

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混合布朗泊松分数模型下的期权定价研究,刘倩,王晓天,针对标准布朗运动和泊松过程共同驱动下股票价格的随机微分方程,利用Ito公式和随机积分的方法,得到了当Hurst指数取值于(1/2,1)时�
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