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The Pricing of Derivative Ecurities under Fractal Market
Author: LiuHongXia
Tutor: WangXiangRong
School: Shandong University of Science and Technology
Course: Applied Mathematics
Keywords: Fractional Brownian motion
CLC: F830.91
Type: Master's thesis
Year: 2008
Downloads: 21
Quote: 0
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Abstract
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CLC: > Economic > Fiscal, monetary > Finance, banking > Finance, banking theory > Financial market > Securities market
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