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scientific article; zbMATH DE number 1867090
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| English | No label defined |
scientific article; zbMATH DE number 1867090 |
Statements
2002
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fractional Brownian motions
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Black-Scholes formula
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option price
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European option, determinant
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trace
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Lie algebra
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0.96361685
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0.9319427
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0.92680126
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0.92658925
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0.91760623
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