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zbMath0982.60079MaRDI QIDQ2755318

Yurij V. Krvavych, Yuliya S. Mishura

Publication date: 8 November 2001

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

differentiability fractional Brownian motion fractional integral \((B,S)\)-market

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Brownian motion (60J65)

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