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Pedro Lei

  1. A decomposition of the bifractional Brownian motion and some applications
    2008/03/14 by Pedro Lei, David Nualart, Lei, Pedro +1 · 3 citations
    Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #math.PR