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Multiscale stochastic volatility driven by fractional Brownian motion - MaRDI portal

Multiscale stochastic volatility driven by fractional Brownian motion

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Publication:2915777

zbMATH Open1247.91189MaRDI QIDQ2915777

Author name not available (Why is that?)

Publication date: 18 September 2012

Published in: (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/6790.htm



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