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G. Jumarie
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Merton's model of optimal portfolio in a Black-Scholes Market driven by a fractional Brownian motion with short-range dependence [An article from: Insurance Mathematics and Economics]
G. Jumarie
8.95
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![Merton's model of optimal portfolio in a Black-Scholes Market driven by a fractional Brownian motion with short-range dependence [An article from: Insurance Mathematics and Economics]](https://www.ebooknetworking.net/books/B00/0RR/bigB000RR56KA.jpg)