No label defined (Q5172843)
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scientific article; zbMATH DE number 6398465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6398465 |
Statements
5 February 2015
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stochastic differential equation
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multifractional Brownian motion
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\(S\)-transform
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white noise theory
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Wick-Itō integral
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Itō formula
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asset pricing
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Black-Scholes equation
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