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scientific article; zbMATH DE number 2171403
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scientific article; zbMATH DE number 2171403

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    author
    Tran Hung Thao
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    Christine Thomas-Agnan
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    publication date
    24 May 2005
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    Mathematics Subject Classification ID
    62P05
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    62M10
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    91B28
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    zbMATH DE Number
    2171403
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    zbMATH Keywords
    fractional process
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    Black-Scholes model
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