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- W2977300446 abstract "It is assumed that the interest is given,and then by making use of physical probability measure of the price process and the principle of fair premium,namely,an actuarial approach,a pricing formula of European compound option is put forward,and the pricing formula of the call option on a call option is obtained." @default.
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- W2977300446 date "2008-01-01" @default.
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- W2977300446 title "An actuarial approach to compound option pricing" @default.
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