Robust replication in <i>H</i>-self-similar Gaussian market models under uncertainty (Q3086113)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust replication in <i>H</i>-self-similar Gaussian market models under uncertainty |
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Robust replication in <i>H</i>-self-similar Gaussian market models under uncertainty (English)
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29 March 2011
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robust replication
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fractional Brownian motion
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model uncertainty
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arbitrage
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