The fractional volatility model: No-arbitrage, leverage and risk measures (Q6219763)
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scientific article; zbMATH DE number 900092720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fractional volatility model: No-arbitrage, leverage and risk measures |
scientific article; zbMATH DE number 900092720 |
Statements
16 July 2010
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q-fin.PR
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math.PR
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q-fin.ST
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