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Pricing Formulas of Compound Options under the Fractional Brownian Motion.

, , and . NL-MUA, volume 100 of Advances in Intelligent and Soft Computing, page 247-254. Springer, (2011)

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New spectral element method for Volterra integral equations with weakly singular kernel., , , and . J. Comput. Appl. Math., (2022)Pricing Formulas of Compound Options under the Fractional Brownian Motion., , and . NL-MUA, volume 100 of Advances in Intelligent and Soft Computing, page 247-254. Springer, (2011)