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Semimartingale properties of a generalized fractional Brownian motion and its mixtures with applications in asset pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ichiba, Tomoyuki, Pang, Guodong, Taqqu, Murad S.
Format:	Preprint
Published:	2020
Subjects:	Probability
Online Access:	Acceder al recurso
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