Wiener Spiral for Volatility Modeling
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Publication:6090352
DOI10.1137/s0040585x97t991581OpenAlexW4388453503MaRDI QIDQ6090352
Publication date: 14 November 2023
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t991581
Fractional processes, including fractional Brownian motion (60G22) Derivative securities (option pricing, hedging, etc.) (91G20)
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Cites Work
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