Fractional Brownian motion: stochastic calculus and applications (Q5491047)
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scientific article; zbMATH DE number 5057545
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fractional Brownian motion: stochastic calculus and applications |
scientific article; zbMATH DE number 5057545 |
Statements
26 September 2006
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stochastic integrals
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Malliavin calculus
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Black-Scholes formula
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stochastic volatility models
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0.8811516165733337
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0.8754799962043762
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0.8710593581199646
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0.8694115281105042
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0.8548238277435303
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