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The Modeling and Analysis of Financial Time Series - MaRDI portal

The Modeling and Analysis of Financial Time Series (Q4222460)

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scientific article; zbMATH DE number 1230399
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English
The Modeling and Analysis of Financial Time Series
scientific article; zbMATH DE number 1230399

    Statements

    The Modeling and Analysis of Financial Time Series (English)
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    12 October 2000
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    financial variable
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    Bachelier-Wiener process
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    put and call options
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    Gaussian distribution
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