Random variables as pathwise integrals with respect to fractional Brownian motion (Q2444645)
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scientific article; zbMATH DE number 6282530
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| English | Random variables as pathwise integrals with respect to fractional Brownian motion |
scientific article; zbMATH DE number 6282530 |
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Random variables as pathwise integrals with respect to fractional Brownian motion (English)
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10 April 2014
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pathwise stochastic integral
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fractional Brownian motion
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generalized Lebesgue-Stieltjes integral
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divergence integral
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fractional Black-Scholes model
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0.9274214
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0.9270489
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0.9270489
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0.9257035
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0.91457653
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0.91342145
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0.91304713
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0.9126962
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