Stochastic volatility models with volatility driven by fractional Brownian motions (Q268815)
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scientific article; zbMATH DE number 6569620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility models with volatility driven by fractional Brownian motions |
scientific article; zbMATH DE number 6569620 |
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Stochastic volatility models with volatility driven by fractional Brownian motions (English)
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15 April 2016
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stochastic volatility
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fractional Brownian motion
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financial models
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0.9489876
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0.9370908
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0.93073887
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0.9302036
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0.9221586
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0.91870326
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0.91474265
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