Publication: Fractional brownian motion in finance from arbitrage point of view
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Program
Mathematics
KU-Authors
KU Authors
Co-Authors
Authors
Akçay, Zeynep
Advisor
Çağlar, Mine
Publication Date
Language
English
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Journal Title
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Abstract
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Publisher:
Koç University
Keywords:
Subject
Finance, Arbitrage, Stocks, Prices, Mathematical models