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Some Applications of Log-Ergodic Processes: Ergodic Trading Model and Call Option Pricing Using the Irrational Rotation

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Firouzi, Kiarash, Mamaghani, Mohammad Jelodari
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Probability Dynamical Systems 37A30, 37H05, 60G10
Accesso online:	Acceder al recurso
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