Communications in Mathematical Finance
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Volume 6, Issue 1
- Fractional delta hedging strategy for pricing currency options with transaction costs Foad Shokrollahi
- Pricing Exotic Power Options with a Brownian-Time-Changed Variance Gamma Process Weixuan Xia
- A Production Inventory Model Consisting Time Dependent Linear Demand and Constant Production Rate Md Sharif Uddin, Shirajul Islam Ukil, M Siddique Hossain and Aminur Rahman Khan
