Random time-dependent Brownian motion a new approach to fractals of order \(n\) (Q1610463)
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English | Random time-dependent Brownian motion a new approach to fractals of order \(n\) |
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Random time-dependent Brownian motion a new approach to fractals of order \(n\) (English)
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19 August 2002
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Brownian motions
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Itô's lemma
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Black-Scholes equation
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mathematical finance
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