Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics (Q3426320)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics |
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Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics (English)
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8 March 2007
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Black-Merton-Scholes model
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fractional Brownian motion
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absence of arbitrage
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