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Stochastic volatility and multifractional Brownian motion. (English) Zbl 1247.91205

Zili, Mounir (ed.) et al., Stochastic differential equations and processes. SAAP, Tunisia, October 7-9, 2010. Selected papers based on the presentations at the international conference on stochastic analysis and applied probability. Berlin: Springer (ISBN 978-3-642-22367-9/hbk; 978-3-642-22368-6/ebook). Springer Proceedings in Mathematics 7, 211-237 (2012).
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