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"Evaluation of integrals with fractional Brownian motion for different ..."
Fei Gao et al. (2023)
- Fei Gao
, Shuaiqiang Liu
, Cornelis W. Oosterlee
, Nico M. Temme:
Evaluation of integrals with fractional Brownian motion for different Hurst indices. Int. J. Comput. Math. 100(4): 847-866 (2023)
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