No label defined (Q5326965)
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scientific article; zbMATH DE number 6193735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6193735 |
Statements
1 August 2013
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fractional Black-Scholes model
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fractional Brownian motion
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fractional constant elasticity of volatility model
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fractional Itô's lemma
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volatility skew
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white noise
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Wick calculus
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