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Publication:3077823
zbMath1224.91190MaRDI QIDQ3077823
Mykhaylo Bratyk, Yuliya S. Mishura
Publication date: 22 February 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fractional processes, including fractional Brownian motion (60G22) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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