scientific article; zbMATH DE number 7444511

zbMATH Open1476.91187MaRDI QIDQ5016724

Takayuki Morimoto

Publication date: 14 December 2021

Title of this publication is not available (Why is that?)

zbMATH Keywords

fractional Brownian motionrealized volatilitylong-range dependencyfractional Black-Scholes formulaTokyo Stock Price Index data

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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