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Items where Author is "Kok Lay, Teo"

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Misiran, Masnita and Lu, Zudi and Kok Lay, Teo and Aw, Grace (2012) Estimating Dynamic Geometric Fractional Brownian Motion and Its Application to Long-Memory Option Pricing. Dynamic Systems and Applications, 21. pp. 49-66. ISSN 1056-2176

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