Sub mixed fractional Brownian motion and its application to finance
| Autor: | Ma, Pengcheng, Najafi, Alireza, Gomez-Aguilar, J.F. |
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| Zdroj: | In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena July 2024 184 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect