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The Pricing of European Complex Chooser Option in Fractional Jump-diffusion Process

Niu Shumin Xu Yun(College of Mathematics and System Science,Xin jiang University,Urumqi,830046)  
Assuming the stock price process follows a fractional jump-diffusion motion,with the expected rate and volatility are constant,under the condition of fractional market is no arbitrage,using the method of quasi-martingale pricing,the analytic pricing formula of European complex chooser option is given in this paper.
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