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scientific article; zbMATH DE number 912563
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scientific article; zbMATH DE number 912563

    Statements

    author
    Hans Föllmer
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    publication date
    1 August 1996
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    zbMATH Keywords
    fluctuation of stock prices
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    financial market
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    Ornstein-Uhlenbeck processes
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    diffusion limit
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    Markov chains
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    probabilistic cellular automata
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    Identifiers

    zbMATH DE Number
    912563
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