{"version":"1.0","type":"rich","provider_name":"EbookNetworking","provider_url":"https://www.ebooknetworking.net","title":"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]","author_name":"G. Jumarie","thumbnail_url":"https://www.ebooknetworking.net/books/B00/0RR/bigB000RR56KA.jpg","thumbnail_width":330,"thumbnail_height":500,"html":"<a href=\"https://www.ebooknetworking.net/books_detail-B000RR56KA.html\">Merton&#039;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]</a>","width":400,"height":300}