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20002023
most citedPredictors for discrete time processes with energy decay on higher frequencies

31 citations · 137 across the 73 of their papers we have counts for

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math.PR2001

A paradox of diffusion market model related with existence of winning combinations of options

Nikolai Dokuchaev

We consider strategies of investments into options and diffusion market model. It is shown that there exists a correct proportion between "put" and "call" in the portfolio such tha…