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Entropy corrected geometric Brownian motion

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gupta, Rishabh, Drzazga-Szczȩśniak, Ewa A., Kais, Sabre, Szczȩśniak, Dominik
Format:	Preprint
Published:	2024
Subjects:	Data Analysis, Statistics and Probability Statistical Finance
Online Access:	Acceder al recurso
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