4. Mathematics
  5. Probability

Ehsan Azmoodeh

Mathematics – Probability

Scientist

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On the fractional Black-Scholes market with transaction costs

Economy – Quantitative Finance – Pricing of Securities
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Spectral characterization of the quadratic variation of mixed Brownian fractional Brownian motion

Mathematics – Probability
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When does fractional Brownian motion not behave as a continuous function with bounded variation?

Mathematics – Probability
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Profile ID: LFWR-SCP-P-164992

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