A data-reconstructed fractional volatility model (Q6476653)
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scientific article; zbMATH DE number 900058895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A data-reconstructed fractional volatility model |
scientific article; zbMATH DE number 900058895 |
Statements
1 February 2006
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math.PR
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cond-mat.other
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math.ST
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q-fin.ST
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stat.TH
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