Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility
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Publication:4821629
DOI10.1080/10451120410001710138zbMath1052.60029MaRDI QIDQ4821629
Publication date: 21 October 2004
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10451120410001710138
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