Gaussian moving averages, semimartingales and option pricing. (Q2574617): Difference between revisions

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Latest revision as of 12:32, 11 June 2024

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Gaussian moving averages, semimartingales and option pricing.
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    Gaussian moving averages, semimartingales and option pricing. (English)
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    29 November 2005
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    Gaussian processes
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    moving average representation
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    semimartingales
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    equivalent martingale measure
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