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Pricing Spread and Basket Options Under Time Changed Brownian Motion Models
Sayit, Hasanjan
(PI)
Department of Financial and Actuarial Mathematics
Project
:
Internal Research Project
Overview
Project Details
Fund Amount (RMB)
50000.00
Project Category
RDF-A
Status
Finished
Effective start/end date
1/01/23
→
31/12/24
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