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"Trading Fractional Brownian Motion."

Paolo Guasoni, Zsolt Nika, Miklós Rásonyi (2019)

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DOI: 10.1137/17M113592X

access: closed

type: Journal Article

metadata version: 2019-11-07

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Paolo Guasoni, Zsolt Nika, Miklós Rásonyi:
Trading Fractional Brownian Motion. SIAM J. Financial Math. 10(3): 769-789 (2019)

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