Financial modelling with multivariate mixed fractional Brownian motion (Q5019097)
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scientific article; zbMATH DE number 7451129
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Financial modelling with multivariate mixed fractional Brownian motion |
scientific article; zbMATH DE number 7451129 |
Statements
29 December 2021
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fractional Brownian motion
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payoff replication
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Epps effect
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0.7745233774185181
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0.7743873000144958
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0.772235631942749
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0.7662568688392639
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