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scientific article; zbMATH DE number 1867090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1867090 |
Statements
2002
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fractional Brownian motions
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Black-Scholes formula
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option price
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European option, determinant
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trace
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Lie algebra
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