Analytical formulas for option prices under time-changed CARMA process

Zhigang Tong

Year of publication:	2023
Authors:	Tong, Zhigang
Subject:	CARMA \| orthogonal polynomial expansion \| polynomial diffusion \| stochastic time change \| Stochastischer Prozess \| Stochastic process \| Optionspreistheorie \| Option pricing theory \| Zeitreihenanalyse \| Time series analysis

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