D-72074 Tuebingen, 72074
University of Tuebingen - Faculty of Economics and Business Administration
in Total Papers Downloads
Fractional Brownian Motion, Closed-Form Solution, Conditional Expectation, Pricing Equilibrium, Risk Aversion
closed-form solution, equilibrium model, fractional Brownian motion, jump-diffusion
Fractional Brownian Motion, Wick-Itô Calculus, Fractional Stratonovich Calculus, Dynamic Incompleteness
volatility clustering, serial correlation, multifractionality, model-free volatility
Loss given default, Collateral, Real estate
relative indifference pricing, buy and sell price, real options, incomplete markets
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