scientific article; zbMATH DE number 5220411
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Publication:5430704
zbMath1152.91028MaRDI QIDQ5430704
Christian Bender, Tommi Sottinen, Esko Valkeila
Publication date: 16 December 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
fractional Brownian motionarbitragefractional Black-Scholes modelmixed-fractional Black-Scholes model
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Self-similar stochastic processes (60G18)
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