Hybrid estimation for a mixed fractional Black-Scholes model with random effects from discrete time observations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chebli, Nesrine, Fathallah, Hamdi, Slaoui, Yousri
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2508.07936