FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (Q3043488)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE |
scientific article |
Statements
FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (English)
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6 August 2004
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fractional Brownian motion
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fractal Black-Scholes market
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