The S&P500 future index as a time changed Brownian motion.
| Authors: | Peters, Remco T. ; Vilder, Robin G. de |
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| Institutions: | Département et Laboratoire d'Économie Théorique Appliquée (DELTA), École Normale Supérieure (ENS Paris) |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005256745