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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/siamfm/DucJ23>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/J%E2%88%9A%C4%BErgen_Jost>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/Luu_H._Duc>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1137%2F20m1358670>
foaf:homepage <https://doi.org/10.1137/20m1358670>
dc:identifier DBLP journals/siamfm/DucJ23 (xsd:string)
dc:identifier DOI doi.org%2F10.1137%2F20m1358670 (xsd:string)
dcterms:issued 2023 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/siamfm>
rdfs:label How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/J%E2%88%9A%C4%BErgen_Jost>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/Luu_H._Duc>
swrc:month September (xsd:string)
swrc:number 3 (xsd:string)
swrc:pages 879-909 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/siamfm/DucJ23/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/siamfm/DucJ23>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/siamfm/siamfm14.html#DucJ23>
rdfs:seeAlso <https://doi.org/10.1137/20m1358670>
dc:title How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 14 (xsd:string)