Gaussian moving averages, semimartingales and option pricing. (Q2574617)
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scientific article; zbMATH DE number 2233809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian moving averages, semimartingales and option pricing. |
scientific article; zbMATH DE number 2233809 |
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Gaussian moving averages, semimartingales and option pricing. (English)
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29 November 2005
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Gaussian processes
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moving average representation
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semimartingales
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equivalent martingale measure
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