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20122022
most citedExtension of Limit Theory with Deleting Items Partial Sum of Random Variable Sequence

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q-fin.PR2022

European Power Option Pricing with Extended Vasicěk Interest Rate and Exponential Ornstein-Uhlenbeck Asset Process under Different Market Assumptions

Jingwei Liu

We propose a general framework of European power option pricing under two different market assumptions about extended Vasicěk interest rate process and exponential Ornstein-Uhlenbe…