Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (Q3633141)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model |
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Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (English)
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17 June 2009
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binary market model
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fractional Brownian motion
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random walk
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Rosenblatt process
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stock price model
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