Oratory
发表于 2025-3-28 18:24:33
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concise
发表于 2025-3-28 21:56:56
llows for dependence between returns over time. Starting with Rogers(1997) there is an ongoing dispute on the proper usage of fractional Brownian motion in option pricing theory. Problems arise because fractional Brownian motion is not a semimartingale and therefore “no arbitrage pricing” cannot be
无弹性
发表于 2025-3-29 02:54:46
Harry T. Dyerllows for dependence between returns over time. Starting with Rogers(1997) there is an ongoing dispute on the proper usage of fractional Brownian motion in option pricing theory. Problems arise because fractional Brownian motion is not a semimartingale and therefore “no arbitrage pricing” cannot be
Lineage
发表于 2025-3-29 05:17:37
Hilla Michowiz Setton,Efrat Eizenbergllows for dependence between returns over time. Starting with Rogers(1997) there is an ongoing dispute on the proper usage of fractional Brownian motion in option pricing theory. Problems arise because fractional Brownian motion is not a semimartingale and therefore “no arbitrage pricing” cannot be
完成
发表于 2025-3-29 10:32:30
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大火
发表于 2025-3-29 13:09:38
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猛烈责骂
发表于 2025-3-29 19:23:26
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后天习得
发表于 2025-3-29 20:35:55
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Climate
发表于 2025-3-30 00:56:02
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Chromatic
发表于 2025-3-30 07:57:01
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