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scientific article; zbMATH DE number 2171403

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Publication:4678970
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zbMath1062.62235MaRDI QIDQ4678970

Tran Hung Thao, Christine Thomas-Agnan

Publication date: 24 May 2005


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

zbMATH Keywords

Black-Scholes modelfractional process


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)


Related Items

Semimartingale approximation of fractional Brownian motion and its applications ⋮ An approximate approach to fractional stochastic integration and its applications ⋮ An approximate approach to fractional analysis for finance



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