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Fractional Brownian motion, random walks and binary market models
Sottinen, Tommi
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 343-355
Persistent link: https://www.econbiz.de/10001599280
Saved in:
2
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
Saved in:
3
Fractional Brownian motion, random walks and binary market models
Sottinen, Tommi
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 343-356
Persistent link: https://www.econbiz.de/10008216995
Saved in:
4
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10008108415
Saved in:
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