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Journal: Fractal Fract., 2026
Volume: 10
Number: 125
Article:
Analytical Pricing of Volatility-Linked Financial Derivatives Under the Sub-Mixed Fractional Brownian Motion Framework in a No-Arbitrage Complete Market
Authors:
by
Sanae Rujivan, Touch Toem and Angelo E. Marasigan
Link:
https://www.mdpi.com/2504-3110/10/2/125
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