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Found 22 Documents (Results 1–22)

Asset prices are Brownian motion: Only in business time. (English) Zbl 1134.91019

Avellaneda, Marco (ed.), Quantitative analysis in financial markets. Collected papers of the New York University Mathematical Finance Seminar. Vol. II. Singapore: World Scientific (ISBN 981-02-4225-5/hbk; 981-02-4226-3/pbk). 103-146 (2001).
MSC:  91B24 91B28 91B42
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