Fractional Brownian motion, random walks and binary market models
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Publication:5950464
DOI10.1007/PL00013536zbMath0978.91037OpenAlexW2077310260MaRDI QIDQ5950464
Publication date: 12 December 2001
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/pl00013536
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