Almost sure and moment stability properties of fractional order Black-Scholes model (Q2347308)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure and moment stability properties of fractional order Black-Scholes model |
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Almost sure and moment stability properties of fractional order Black-Scholes model (English)
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27 May 2015
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fractional order Black-Scholes model
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fractional Brownian motion
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stochastic stability
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large deviations
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Hurst parameter
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