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scientific article; zbMATH DE number 1897419
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| English | No label defined |
scientific article; zbMATH DE number 1897419 |
Statements
27 April 2003
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Black-Merton-Scholes model
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arbitrage-free market
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fractional Brownian motion
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0.9298645257949828
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0.9051598906517028
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0.8964813351631165
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