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arXiv 2003.07992q-fin.CP
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Options on infectious diseases

Andrew Lesniewski, Nicholas Lesniewski

英文摘要:

We present a parsimonious stochastic model for valuation of options on the fraction of infected individuals during an epidemic. The underlying stochastic dynamical system is a stochastic differential version of the SIR model of mathematical epidemiology.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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