Generalized volatility-stabilized processes (Q470721)
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scientific article; zbMATH DE number 6369112
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized volatility-stabilized processes |
scientific article; zbMATH DE number 6369112 |
Statements
Generalized volatility-stabilized processes (English)
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13 November 2014
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stochastic differential equations
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time-change
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stochastic portfolio theory
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arbitrage
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