id	sid	eid	entity	type
ejpam-3395	1	1	european journal	ORG
ejpam-3395	2	1	12	CARDINAL
ejpam-3395	2	2	2	CARDINAL
ejpam-3395	2	3	2019	DATE
ejpam-3395	2	4	448	CARDINAL
ejpam-3395	2	5	new york	GPE
ejpam-3395	2	6	heston	PERSON
ejpam-3395	2	7	eric djeutcha1	PERSON
ejpam-3395	2	8	university of maroua	ORG
ejpam-3395	2	9	maroua	GPE
ejpam-3395	2	10	cameroon	GPE
ejpam-3395	2	11	2	CARDINAL
ejpam-3395	2	12	university of douala	ORG
ejpam-3395	2	13	cameroon	GPE
ejpam-3395	3	1	heston	PERSON
ejpam-3395	3	2	the hurst parameter h ∈	ORG
ejpam-3395	3	3	3 4	DATE
ejpam-3395	3	4	1	DATE
ejpam-3395	4	1	heston	PERSON
ejpam-3395	4	2	euler	PERSON
ejpam-3395	5	1	american	NORP
ejpam-3395	5	2	monte carlo	ORG
ejpam-3395	5	3	heston	PERSON
ejpam-3395	7	1	2010	DATE
ejpam-3395	7	2	60j65	CARDINAL
ejpam-3395	7	3	60g22	CARDINAL
ejpam-3395	7	4	60h07	DATE
ejpam-3395	7	5	91b25	CARDINAL
ejpam-3395	7	6	91b26	CARDINAL
ejpam-3395	7	7	heston mode	PERSON
ejpam-3395	7	8	monte carlo	ORG
ejpam-3395	7	9	1	CARDINAL
ejpam-3395	8	1	0	CARDINAL
ejpam-3395	8	2	hurst parameter h ∈	ORG
ejpam-3395	8	3	0	CARDINAL
ejpam-3395	8	4	1	CARDINAL
ejpam-3395	9	1	18	CARDINAL
ejpam-3395	9	2	23	CARDINAL
ejpam-3395	10	1	hurst	ORG
ejpam-3395	10	2	17	CARDINAL
ejpam-3395	11	1	19	CARDINAL
ejpam-3395	11	2	22	CARDINAL
ejpam-3395	12	1	1 2	CARDINAL
ejpam-3395	13	1	ito	PERSON
ejpam-3395	15	1	d. a. n. njamen	PERSON
ejpam-3395	15	2	e. djeutcha	PERSON
ejpam-3395	15	3	l-a. fono	ORG
ejpam-3395	16	1	448	CARDINAL
ejpam-3395	16	2	2019	CARDINAL
ejpam-3395	17	1	d. a. n. njamen	PERSON
ejpam-3395	17	2	e. djeutcha	PERSON
ejpam-3395	18	1	j. pure	PERSON
ejpam-3395	18	2	12	CARDINAL
ejpam-3395	18	3	2	CARDINAL
ejpam-3395	18	4	2019	DATE
ejpam-3395	18	5	448	CARDINAL
ejpam-3395	19	1	0	CARDINAL
ejpam-3395	19	2	+ bbh	PERSON
ejpam-3395	19	3	∀a	ORG
ejpam-3395	19	4	0	CARDINAL
ejpam-3395	19	5	1	CARDINAL
ejpam-3395	19	6	hurst parameter h ∈	ORG
ejpam-3395	19	7	0	CARDINAL
ejpam-3395	19	8	1	CARDINAL
ejpam-3395	20	1	10	CARDINAL
ejpam-3395	20	2	hurst parameter	ORG
ejpam-3395	20	3	∈]34	ORG
ejpam-3395	20	4	1	CARDINAL
ejpam-3395	22	1	0	CARDINAL
ejpam-3395	22	2	ω	ORDINAL
ejpam-3395	24	1	2	CARDINAL
ejpam-3395	25	1	13	CARDINAL
ejpam-3395	25	2	11	CARDINAL
ejpam-3395	26	1	31	CARDINAL
ejpam-3395	26	2	5	CARDINAL
ejpam-3395	26	3	29	CARDINAL
ejpam-3395	26	4	30	CARDINAL
ejpam-3395	30	1	x(t	PERSON
ejpam-3395	35	1	0 σ1(s	QUANTITY
ejpam-3395	36	1	3	CARDINAL
ejpam-3395	37	1	0	CARDINAL
ejpam-3395	37	2	x0	ORG
ejpam-3395	37	3	∈	ORG
ejpam-3395	37	4	0 ≤	MONEY
ejpam-3395	37	5	hurst	ORG
ejpam-3395	37	6	∈	ORG
ejpam-3395	37	7	3 4	DATE
ejpam-3395	37	8	1	CARDINAL
ejpam-3395	37	9	ω	ORDINAL
ejpam-3395	37	10	µ(t	PERSON
ejpam-3395	37	11	x(t))[0	PERSON
ejpam-3395	37	12	x(t	PERSON
ejpam-3395	38	1	0	CARDINAL
ejpam-3395	38	2	x(t	PERSON
ejpam-3395	39	1	0	CARDINAL
ejpam-3395	40	1	3	CARDINAL
ejpam-3395	41	1	bm	ORG
ejpam-3395	42	1	american	NORP
ejpam-3395	42	2	heston	PERSON
ejpam-3395	42	3	mh	ORG
ejpam-3395	42	4	heston	PERSON
ejpam-3395	42	5	mfh	ORG
ejpam-3395	42	6	the hurst parameter h	ORG
ejpam-3395	42	7	american	NORP
ejpam-3395	42	8	heston	PERSON
ejpam-3395	43	1	3	CARDINAL
ejpam-3395	43	2	0	CARDINAL
ejpam-3395	45	1	section 2	LAW
ejpam-3395	45	2	malliavin	PERSON
ejpam-3395	45	3	3	CARDINAL
ejpam-3395	46	1	section 3	LAW
ejpam-3395	46	2	heston	PERSON
ejpam-3395	47	1	the d. a. n. njamen	ORG
ejpam-3395	47	2	e. djeutcha	PERSON
ejpam-3395	48	1	j. pure	PERSON
ejpam-3395	48	2	12	CARDINAL
ejpam-3395	48	3	2	CARDINAL
ejpam-3395	48	4	2019	DATE
ejpam-3395	48	5	448	CARDINAL
ejpam-3395	48	6	euler	PERSON
ejpam-3395	48	7	80	CARDINAL
ejpam-3395	49	1	section 4	LAW
ejpam-3395	49	2	american	NORP
ejpam-3395	49	3	mfh	ORG
ejpam-3395	49	4	american	NORP
ejpam-3395	49	5	heston	PERSON
ejpam-3395	50	1	2	CARDINAL
ejpam-3395	50	2	26	CARDINAL
ejpam-3395	50	3	20	CARDINAL
ejpam-3395	51	1	ω	ORDINAL
ejpam-3395	53	1	one	CARDINAL
ejpam-3395	56	1	26	CARDINAL
ejpam-3395	57	1	14],[2	CARDINAL
ejpam-3395	57	2	3	CARDINAL
ejpam-3395	58	1	9	CARDINAL
ejpam-3395	58	2	25	CARDINAL
ejpam-3395	59	1	26	CARDINAL
ejpam-3395	60	1	2.1	CARDINAL
ejpam-3395	62	1	malliavin	PERSON
ejpam-3395	63	1	7	CARDINAL
ejpam-3395	64	1	1	CARDINAL
ejpam-3395	66	1	bht	PERSON
ejpam-3395	66	2	lim	PERSON
ejpam-3395	66	3	1 2ε	CARDINAL
ejpam-3395	66	4	∫	ORG
ejpam-3395	67	1	4	CARDINAL
ejpam-3395	67	2	bhs	ORG
ejpam-3395	68	1	bht	PERSON
ejpam-3395	68	2	lim	PERSON
ejpam-3395	68	3	1	CARDINAL
ejpam-3395	68	4	ε ∫	ORG
ejpam-3395	69	1	5	CARDINAL
ejpam-3395	71	1	bht	PERSON
ejpam-3395	71	2	lim	PERSON
ejpam-3395	71	3	1	CARDINAL
ejpam-3395	71	4	ε ∫	ORG
ejpam-3395	71	5	6	CARDINAL
ejpam-3395	72	1	ϕ(t	ORG
ejpam-3395	72	2	1)|t−	CARDINAL
ejpam-3395	72	3	7	CARDINAL
ejpam-3395	72	4	d. a. n. njamen	PERSON
ejpam-3395	72	5	e. djeutcha	PERSON
ejpam-3395	73	1	j. pure	PERSON
ejpam-3395	73	2	12	CARDINAL
ejpam-3395	73	3	2	CARDINAL
ejpam-3395	73	4	2019	DATE
ejpam-3395	73	5	448	CARDINAL
ejpam-3395	73	6	1 2	CARDINAL
ejpam-3395	73	7	1	CARDINAL
ejpam-3395	75	1	s)dsdt	GPE
ejpam-3395	75	2	s)dsdt	GPE
ejpam-3395	75	3	g1	ORG
ejpam-3395	75	4	9	CARDINAL
ejpam-3395	77	1	0	CARDINAL
ejpam-3395	78	1	∫	ORG
ejpam-3395	78	2	10	CARDINAL
ejpam-3395	78	3	n ≥ 1	DATE
ejpam-3395	78	4	∈	ORG
ejpam-3395	79	1	‖ψi‖2	ORG
ejpam-3395	80	1	0	CARDINAL
ejpam-3395	81	1	∫	ORG
ejpam-3395	81	2	|h(t)||h(s)|ϕ(t	NORP
ejpam-3395	81	3	s)dsdt	GPE
ejpam-3395	81	4	11	CARDINAL
ejpam-3395	82	1	malliavin	ORG
ejpam-3395	85	1	0	CARDINAL
ejpam-3395	86	1	∫	ORG
ejpam-3395	86	2	12	CARDINAL
ejpam-3395	86	3	1	CARDINAL
ejpam-3395	86	4	lp(ω	GPE
ejpam-3395	87	1	ϕ(t	ORG
ejpam-3395	88	1	13	CARDINAL
ejpam-3395	88	2	2	CARDINAL
ejpam-3395	89	1	u(t	ORG
ejpam-3395	89	2	0	CARDINAL
ejpam-3395	91	1	0 ≤	MONEY
ejpam-3395	91	2	0 ≤	MONEY
ejpam-3395	91	3	e ∫	ORG
ejpam-3395	91	4	∫	ORG
ejpam-3395	92	1	n ∈ n	PRODUCT
ejpam-3395	92	2	0	CARDINAL
ejpam-3395	92	3	0	CARDINAL
ejpam-3395	92	4	i=0 e ∫	ORG
ejpam-3395	95	1	π(t (n	PRODUCT
ejpam-3395	95	2	∣∣∣	CARDINAL
ejpam-3395	95	3	0	CARDINAL
ejpam-3395	95	4	0	CARDINAL
ejpam-3395	97	1	1	CARDINAL
ejpam-3395	97	2	3	CARDINAL
ejpam-3395	97	3	6.2.3	CARDINAL
ejpam-3395	98	1	∣∣2h−2	CARDINAL
ejpam-3395	99	1	bhs	ORG
ejpam-3395	100	1	d. a. n. njamen	PERSON
ejpam-3395	100	2	e. djeutcha	PERSON
ejpam-3395	101	1	j. pure	PERSON
ejpam-3395	101	2	12	CARDINAL
ejpam-3395	101	3	2	CARDINAL
ejpam-3395	101	4	2019	DATE
ejpam-3395	101	5	448	CARDINAL
ejpam-3395	101	6	u(s	ORG
ejpam-3395	103	1	bhs = ∫	ORG
ejpam-3395	105	1	u(s)ds	NORP
ejpam-3395	106	1	14	CARDINAL
ejpam-3395	106	2	1	CARDINAL
ejpam-3395	107	1	bht	PERSON
ejpam-3395	107	2	1 2	CARDINAL
ejpam-3395	107	3	∩	PERSON
ejpam-3395	108	1	2 ≤	CARDINAL
ejpam-3395	110	1	2	CARDINAL
ejpam-3395	111	1	15	CARDINAL
ejpam-3395	113	1	2	CARDINAL
ejpam-3395	115	1	2 ≤ 2e	CARDINAL
ejpam-3395	116	1	∫	ORG
ejpam-3395	117	1	∫	ORG
ejpam-3395	117	2	2 ds ≤	QUANTITY
ejpam-3395	119	1	2 ds	QUANTITY
ejpam-3395	119	2	2.2	CARDINAL
ejpam-3395	121	1	0	CARDINAL
ejpam-3395	121	2	a.1.1 µ(t	PERSON
ejpam-3395	122	1	a.1.2 |µ(t	PERSON
ejpam-3395	122	2	y)|2 ≤	PERCENT
ejpam-3395	123	1	σ1(t	DATE
ejpam-3395	123	2	x)| ≤	PRODUCT
ejpam-3395	124	1	σ1(t	DATE
ejpam-3395	124	2	≤ %	PERCENT
ejpam-3395	124	3	0, %	PERCENT
ejpam-3395	125	1	0	CARDINAL
ejpam-3395	125	2	0+ du %	MONEY
ejpam-3395	126	1	16	CARDINAL
ejpam-3395	126	2	µ(t	PRODUCT
ejpam-3395	126	3	0	DATE
ejpam-3395	126	4	first	ORDINAL
ejpam-3395	127	1	0	CARDINAL
ejpam-3395	127	2	µ(t	PRODUCT
ejpam-3395	128	1	∈	ORG
ejpam-3395	130	1	≤ %	PERCENT
ejpam-3395	130	2	e|x− y|2	DATE
ejpam-3395	130	3	17	CARDINAL
ejpam-3395	131	1	µ(t	PERSON
ejpam-3395	132	1	18	CARDINAL
ejpam-3395	132	2	4	CARDINAL
ejpam-3395	132	3	27	CARDINAL
ejpam-3395	132	4	1	CARDINAL
ejpam-3395	132	5	28	CARDINAL
ejpam-3395	133	1	d. a. n. njamen	PERSON
ejpam-3395	133	2	e. djeutcha	PERSON
ejpam-3395	134	1	j. pure	PERSON
ejpam-3395	134	2	12	CARDINAL
ejpam-3395	134	3	2	CARDINAL
ejpam-3395	134	4	2019	DATE
ejpam-3395	134	5	448	CARDINAL
ejpam-3395	134	6	two	CARDINAL
ejpam-3395	138	1	1(χn(s))ds	DATE
ejpam-3395	139	1	0≤s≤t	CARDINAL
ejpam-3395	139	2	1	CARDINAL
ejpam-3395	139	3	2	DATE
ejpam-3395	140	1	1	CARDINAL
ejpam-3395	141	1	2	CARDINAL
ejpam-3395	141	2	liu	PERSON
ejpam-3395	141	3	20	CARDINAL
ejpam-3395	141	4	0 ≤ χ̃n	MONEY
ejpam-3395	142	1	19	CARDINAL
ejpam-3395	142	2	n. lemma	PERSON
ejpam-3395	143	1	3	CARDINAL
ejpam-3395	143	2	∀µ(t	NORP
ejpam-3395	143	3	∈	ORG
ejpam-3395	145	1	1 +	DATE
ejpam-3395	146	1	20	CARDINAL
ejpam-3395	147	1	two	CARDINAL
ejpam-3395	148	1	0	CARDINAL
ejpam-3395	148	2	κ(u	ORG
ejpam-3395	148	3	a+ bu e|µ(t	PERSON
ejpam-3395	150	1	+ e|dϕ	DATE
ejpam-3395	151	1	x))− σ2(t	PERSON
ejpam-3395	151	2	0≤t≤t	CARDINAL
ejpam-3395	152	1	2	CARDINAL
ejpam-3395	152	2	0≤t≤t	CARDINAL
ejpam-3395	152	3	2b	CARDINAL
ejpam-3395	152	4	3	CARDINAL
ejpam-3395	153	1	3.1	CARDINAL
ejpam-3395	154	1	mfh	ORG
ejpam-3395	154	2	heston	PERSON
ejpam-3395	154	3	heston	PERSON
ejpam-3395	155	1	first	ORDINAL
ejpam-3395	155	2	heston	PERSON
ejpam-3395	155	3	3	CARDINAL
ejpam-3395	155	4	3	CARDINAL
ejpam-3395	156	1	heston	PERSON
ejpam-3395	156	2	15	CARDINAL
ejpam-3395	156	3	15	CARDINAL
ejpam-3395	157	1	sde	ORG
ejpam-3395	157	2	21	CARDINAL
ejpam-3395	157	3	√ vtstdb1,t	PERSON
ejpam-3395	157	4	21	CARDINAL
ejpam-3395	157	5	22	CARDINAL
ejpam-3395	157	6	db1,t × db2,t	ORG
ejpam-3395	157	7	23	CARDINAL
ejpam-3395	157	8	two	CARDINAL
ejpam-3395	157	9	ρ ∈	ORG
ejpam-3395	157	10	−1	CARDINAL
ejpam-3395	157	11	1	CARDINAL
ejpam-3395	157	12	σ	ORG
ejpam-3395	158	1	d. a. n. njamen	PERSON
ejpam-3395	158	2	e. djeutcha	PERSON
ejpam-3395	159	1	j. pure	PERSON
ejpam-3395	159	2	12	CARDINAL
ejpam-3395	159	3	2	CARDINAL
ejpam-3395	159	4	2019	DATE
ejpam-3395	159	5	448	CARDINAL
ejpam-3395	159	6	4	CARDINAL
ejpam-3395	160	1	mfh	ORG
ejpam-3395	160	2	ω	ORDINAL
ejpam-3395	160	3	1	CARDINAL
ejpam-3395	160	4	2	CARDINAL
ejpam-3395	161	1	three	CARDINAL
ejpam-3395	162	1	t ≥ 0	DATE
ejpam-3395	163	1	heston	PERSON
ejpam-3395	165	1	heston	PERSON
ejpam-3395	165	2	sde	PERSON
ejpam-3395	167	1	1,t	CARDINAL
ejpam-3395	167	2	2,t	CARDINAL
ejpam-3395	167	3	24	CARDINAL
ejpam-3395	167	4	dmh 1,t × dmh	ORG
ejpam-3395	167	5	2,t	CARDINAL
ejpam-3395	167	6	ρ(a2dt+ b2dt2h	ORG
ejpam-3395	167	7	ρ ∈	ORG
ejpam-3395	167	8	0	CARDINAL
ejpam-3395	167	9	1	CARDINAL
ejpam-3395	168	1	1,t	CARDINAL
ejpam-3395	168	2	25	CARDINAL
ejpam-3395	168	3	2,t	CARDINAL
ejpam-3395	168	4	26	CARDINAL
ejpam-3395	168	5	σ	ORG
ejpam-3395	170	1	vt	PERSON
ejpam-3395	170	2	2κθ	ORDINAL
ejpam-3395	170	3	0 ≤	MONEY
ejpam-3395	172	1	3.2	CARDINAL
ejpam-3395	172	2	mfh model euler’s	ORG
ejpam-3395	172	3	16	CARDINAL
ejpam-3395	173	1	euler discretisation	PERSON
ejpam-3395	173	2	mfh	ORG
ejpam-3395	174	1	euler	PERSON
ejpam-3395	175	1	16	CARDINAL
ejpam-3395	176	1	25	CARDINAL
ejpam-3395	176	2	vt	GPE
ejpam-3395	176	3	26	CARDINAL
ejpam-3395	179	1	0	CARDINAL
ejpam-3395	182	1	0 ≤ j ≤ n	QUANTITY
ejpam-3395	183	1	1	CARDINAL
ejpam-3395	183	2	2	DATE
ejpam-3395	183	3	27	CARDINAL
ejpam-3395	183	4	+ κ(θ − vj)∆t+ σ √ vj∆m	PERSON
ejpam-3395	184	1	28	CARDINAL
ejpam-3395	184	2	0 ≤ j ≤ n	QUANTITY
ejpam-3395	185	1	1	CARDINAL
ejpam-3395	185	2	2	DATE
ejpam-3395	185	3	3	CARDINAL
ejpam-3395	187	1	29	CARDINAL
ejpam-3395	187	2	∆mh	LOC
ejpam-3395	187	3	0	CARDINAL
ejpam-3395	188	1	30	CARDINAL
ejpam-3395	188	2	∆mh	LOC
ejpam-3395	188	3	31	CARDINAL
ejpam-3395	188	4	zi ∼ n	PERSON
ejpam-3395	188	5	0	CARDINAL
ejpam-3395	188	6	1	CARDINAL
ejpam-3395	190	1	32	CARDINAL
ejpam-3395	190	2	d. a. n. njamen	PERSON
ejpam-3395	190	3	e. djeutcha	PERSON
ejpam-3395	191	1	j. pure	PERSON
ejpam-3395	191	2	12	CARDINAL
ejpam-3395	191	3	2	CARDINAL
ejpam-3395	191	4	2019	DATE
ejpam-3395	191	5	448	CARDINAL
ejpam-3395	192	1	+ κ(θ − vj)∆t+ aσ √	PERSON
ejpam-3395	193	1	√ vj∆t2h	PERSON
ejpam-3395	193	2	33	CARDINAL
ejpam-3395	196	1	mfh	ORG
ejpam-3395	196	2	24	CARDINAL
ejpam-3395	196	3	1	CARDINAL
ejpam-3395	197	1	mfh	ORG
ejpam-3395	197	2	1	CARDINAL
ejpam-3395	197	3	2 0.26 0.04 0.04	QUANTITY
ejpam-3395	197	4	0.001 100	CARDINAL
ejpam-3395	197	5	1	CARDINAL
ejpam-3395	197	6	mfh	ORG
ejpam-3395	200	1	1	CARDINAL
ejpam-3395	200	2	mfh	ORG
ejpam-3395	201	1	1	CARDINAL
ejpam-3395	201	2	80	CARDINAL
ejpam-3395	201	3	hurst parameter h	ORG
ejpam-3395	201	4	3 4	DATE
ejpam-3395	202	1	1	CARDINAL
ejpam-3395	202	2	hurst	ORG
ejpam-3395	203	1	mfh	ORG
ejpam-3395	203	2	1	CARDINAL
ejpam-3395	203	3	mfh	ORG
ejpam-3395	205	1	1	CARDINAL
ejpam-3395	206	1	zj ∼ n	ORG
ejpam-3395	206	2	0	CARDINAL
ejpam-3395	206	3	1	CARDINAL
ejpam-3395	207	1	1	CARDINAL
ejpam-3395	210	1	1	CARDINAL
ejpam-3395	211	1	2h	CARDINAL
ejpam-3395	211	2	1 2	CARDINAL
ejpam-3395	213	1	1	CARDINAL
ejpam-3395	213	2	1 2	CARDINAL
ejpam-3395	214	1	vi	PERSON
ejpam-3395	215	1	d. a. n. njamen	PERSON
ejpam-3395	215	2	e. djeutcha	PERSON
ejpam-3395	216	1	j. pure	PERSON
ejpam-3395	216	2	12	CARDINAL
ejpam-3395	216	3	2	CARDINAL
ejpam-3395	216	4	2019	DATE
ejpam-3395	216	5	448	CARDINAL
ejpam-3395	217	1	58	CARDINAL
ejpam-3395	217	2	12	CARDINAL
ejpam-3395	221	1	0 σ1(s,	QUANTITY
ejpam-3395	223	1	0 σ2(s	PERCENT
ejpam-3395	224	1	34	CARDINAL
ejpam-3395	224	2	1	CARDINAL
ejpam-3395	225	1	3	CARDINAL
ejpam-3395	226	1	0	CARDINAL
ejpam-3395	228	1	z(t	ORG
ejpam-3395	228	2	two	CARDINAL
ejpam-3395	228	3	34	CARDINAL
ejpam-3395	230	1	σ̃2(s)d	GPE
ejpam-3395	230	2	bhs =	ORG
ejpam-3395	235	1	σ̃2(s)d	GPE
ejpam-3395	235	2	bhs	ORG
ejpam-3395	236	1	35	CARDINAL
ejpam-3395	236	2	z(s	GPE
ejpam-3395	237	1	z(s	GPE
ejpam-3395	238	1	y	PERSON
ejpam-3395	238	2	z(s	GPE
ejpam-3395	238	3	36	CARDINAL
ejpam-3395	238	4	a2	ORG
ejpam-3395	238	5	∈	ORG
ejpam-3395	239	1	37	CARDINAL
ejpam-3395	239	2	3	CARDINAL
ejpam-3395	239	3	0	CARDINAL
ejpam-3395	241	1	+ 3	DATE
ejpam-3395	241	2	σ̃2(s)d	GPE
ejpam-3395	241	3	bhs ∣∣∣∣2	ORG
ejpam-3395	242	1	38	CARDINAL
ejpam-3395	242	2	e|y	ORG
ejpam-3395	244	1	39	CARDINAL
ejpam-3395	246	1	40	CARDINAL
ejpam-3395	247	1	41	CARDINAL
ejpam-3395	247	2	d. a. n. njamen	PERSON
ejpam-3395	247	3	e. djeutcha	PERSON
ejpam-3395	248	1	j. pure	PERSON
ejpam-3395	248	2	12	CARDINAL
ejpam-3395	248	3	2	CARDINAL
ejpam-3395	248	4	2019	DATE
ejpam-3395	248	5	448	CARDINAL
ejpam-3395	248	6	468 457	CARDINAL
ejpam-3395	248	7	42	CARDINAL
ejpam-3395	249	1	43	CARDINAL
ejpam-3395	249	2	jensen	PERSON
ejpam-3395	250	1	44	CARDINAL
ejpam-3395	250	2	∫	ORG
ejpam-3395	251	1	0 %	PERCENT
ejpam-3395	253	1	45	CARDINAL
ejpam-3395	254	1	0 %	PERCENT
ejpam-3395	255	1	46	CARDINAL
ejpam-3395	255	2	0	CARDINAL
ejpam-3395	256	1	47	CARDINAL
ejpam-3395	256	2	fubini	PERSON
ejpam-3395	257	1	48	CARDINAL
ejpam-3395	257	2	t ∫	ORG
ejpam-3395	258	1	49	CARDINAL
ejpam-3395	258	2	bht	PERSON
ejpam-3395	258	3	1 2	CARDINAL
ejpam-3395	258	4	∩	PERSON
ejpam-3395	259	1	0	CARDINAL
ejpam-3395	259	2	1	CARDINAL
ejpam-3395	260	1	σ̃2(s)d	GPE
ejpam-3395	260	2	2 ≤ 2ht2h−1e	CARDINAL
ejpam-3395	261	1	∫	ORG
ejpam-3395	263	1	2	CARDINAL
ejpam-3395	264	1	50	CARDINAL
ejpam-3395	264	2	50	CARDINAL
ejpam-3395	264	3	t ∫ t 0	ORG
ejpam-3395	265	1	+ e|dϕ	DATE
ejpam-3395	266	1	51	CARDINAL
ejpam-3395	266	2	51	CARDINAL
ejpam-3395	266	3	49	CARDINAL
ejpam-3395	266	4	t ∫ t 0	ORG
ejpam-3395	267	1	+ e|dϕ	DATE
ejpam-3395	267	2	52	CARDINAL
ejpam-3395	267	3	17	CARDINAL
ejpam-3395	267	4	t ∫ t	ORG
ejpam-3395	267	5	0 %	PERCENT
ejpam-3395	267	6	e|y	ORG
ejpam-3395	267	7	53	CARDINAL
ejpam-3395	267	8	d. a. n. njamen	PERSON
ejpam-3395	267	9	e. djeutcha	PERSON
ejpam-3395	268	1	j. pure	PERSON
ejpam-3395	268	2	12	CARDINAL
ejpam-3395	268	3	2	CARDINAL
ejpam-3395	268	4	2019	DATE
ejpam-3395	268	5	448	CARDINAL
ejpam-3395	268	6	46	CARDINAL
ejpam-3395	268	7	53	CARDINAL
ejpam-3395	268	8	+ e|iσ2	DATE
ejpam-3395	269	1	0 %	PERCENT
ejpam-3395	270	1	54	CARDINAL
ejpam-3395	270	2	39	CARDINAL
ejpam-3395	270	3	e|y	ORG
ejpam-3395	270	4	3 + 24	DATE
ejpam-3395	273	1	55	CARDINAL
ejpam-3395	273	2	16	CARDINAL
ejpam-3395	273	3	55	CARDINAL
ejpam-3395	273	4	e|y	ORG
ejpam-3395	273	5	∈	ORG
ejpam-3395	274	1	0	CARDINAL
ejpam-3395	275	1	0	CARDINAL
ejpam-3395	276	1	0	CARDINAL
ejpam-3395	277	1	3	CARDINAL
ejpam-3395	278	1	1	CARDINAL
ejpam-3395	278	2	lim n	PERSON
ejpam-3395	278	3	0≤t≤t	CARDINAL
ejpam-3395	278	4	0	CARDINAL
ejpam-3395	279	1	56	CARDINAL
ejpam-3395	280	1	34	CARDINAL
ejpam-3395	280	2	1	CARDINAL
ejpam-3395	281	1	1	CARDINAL
ejpam-3395	281	2	two	CARDINAL
ejpam-3395	281	3	p(t)}n≥1 where	PERSON
ejpam-3395	285	1	1(χn(s))ds χ̃n	DATE
ejpam-3395	286	1	0≤t≤t	CARDINAL
ejpam-3395	287	1	57	CARDINAL
ejpam-3395	287	2	lemma 2	ORG
ejpam-3395	289	1	0	CARDINAL
ejpam-3395	289	2	χ(t	ORG
ejpam-3395	290	1	0	CARDINAL
ejpam-3395	292	1	n→∞	CARDINAL
ejpam-3395	292	2	lim	PERSON
ejpam-3395	292	3	n→∞	PRODUCT
ejpam-3395	293	1	n→∞	CARDINAL
ejpam-3395	295	1	1(χn(s))ds	CARDINAL
ejpam-3395	295	2	0 %	PERCENT
ejpam-3395	296	1	58	CARDINAL
ejpam-3395	298	1	58	CARDINAL
ejpam-3395	299	1	19	CARDINAL
ejpam-3395	301	1	n→∞	CARDINAL
ejpam-3395	301	2	0≤t≤t	CARDINAL
ejpam-3395	301	3	0	CARDINAL
ejpam-3395	301	4	59	CARDINAL
ejpam-3395	301	5	lim n	PERSON
ejpam-3395	301	6	0≤t≤t	CARDINAL
ejpam-3395	301	7	0	CARDINAL
ejpam-3395	301	8	1	CARDINAL
ejpam-3395	302	1	1,t	CARDINAL
ejpam-3395	303	1	60	CARDINAL
ejpam-3395	303	2	60	CARDINAL
ejpam-3395	303	3	mfh	ORG
ejpam-3395	304	1	d. a. n. njamen	PERSON
ejpam-3395	304	2	e. djeutcha	PERSON
ejpam-3395	305	1	j. pure	PERSON
ejpam-3395	305	2	12	CARDINAL
ejpam-3395	305	3	2	CARDINAL
ejpam-3395	305	4	2019	DATE
ejpam-3395	305	5	448	CARDINAL
ejpam-3395	310	1	61	CARDINAL
ejpam-3395	310	2	2	CARDINAL
ejpam-3395	311	1	heston	PERSON
ejpam-3395	312	1	0	CARDINAL
ejpam-3395	312	2	0|xt	CARDINAL
ejpam-3395	312	3	0	CARDINAL
ejpam-3395	318	1	62	CARDINAL
ejpam-3395	318	2	two	CARDINAL
ejpam-3395	318	3	62	CARDINAL
ejpam-3395	318	4	vt −	PERSON
ejpam-3395	320	1	0 ψ3(s)dbhs	CARDINAL
ejpam-3395	322	1	63	CARDINAL
ejpam-3395	324	1	∫	ORG
ejpam-3395	325	1	0 ψ3(s)dbhs	CARDINAL
ejpam-3395	325	2	64	CARDINAL
ejpam-3395	325	3		ORG
ejpam-3395	325	4	− ṽs)ds ψ2(t	PERSON
ejpam-3395	325	5	− √ ṽs	PERSON
ejpam-3395	325	6	− √ ṽs	PERSON
ejpam-3395	326	1	65	CARDINAL
ejpam-3395	329	1	66	CARDINAL
ejpam-3395	329	2	1	CARDINAL
ejpam-3395	329	3	2	DATE
ejpam-3395	329	4	3	CARDINAL
ejpam-3395	332	1	0	CARDINAL
ejpam-3395	332	2	67	CARDINAL
ejpam-3395	332	3	the ito isometry	ORG
ejpam-3395	333	1	68	CARDINAL
ejpam-3395	333	2	fubini	PERSON
ejpam-3395	334	1	69	CARDINAL
ejpam-3395	334	2	70	CARDINAL
ejpam-3395	334	3	d. a. n. njamen	PERSON
ejpam-3395	334	4	e. djeutcha	PERSON
ejpam-3395	335	1	j. pure	PERSON
ejpam-3395	335	2	12	CARDINAL
ejpam-3395	335	3	2	CARDINAL
ejpam-3395	335	4	2019	DATE
ejpam-3395	335	5	448	CARDINAL
ejpam-3395	335	6	jensen	PERSON
ejpam-3395	336	1	71	CARDINAL
ejpam-3395	337	1	∫	ORG
ejpam-3395	337	2	0 %	PERCENT
ejpam-3395	337	3	72	CARDINAL
ejpam-3395	339	1	73	CARDINAL
ejpam-3395	339	2	1	CARDINAL
ejpam-3395	339	3	1	CARDINAL
ejpam-3395	339	4	8tm	ORDINAL
ejpam-3395	340	1	74	CARDINAL
ejpam-3395	340	2	bht	PERSON
ejpam-3395	340	3	1 2	CARDINAL
ejpam-3395	340	4	1	CARDINAL
ejpam-3395	340	5	∩	PERSON
ejpam-3395	341	1	0	CARDINAL
ejpam-3395	341	2	1	CARDINAL
ejpam-3395	342	1	2 ≤ 1 ε2	QUANTITY
ejpam-3395	342	2	2ht2h−1e	CARDINAL
ejpam-3395	342	3	∫	ORG
ejpam-3395	343	1	2	CARDINAL
ejpam-3395	343	2	75	CARDINAL
ejpam-3395	344	1	75	CARDINAL
ejpam-3395	344	2	8tm	ORDINAL
ejpam-3395	345	1	+ e|dϕ	DATE
ejpam-3395	346	1	76	CARDINAL
ejpam-3395	346	2	76	CARDINAL
ejpam-3395	346	3	74	CARDINAL
ejpam-3395	347	1	8tm	ORDINAL
ejpam-3395	348	1	77	CARDINAL
ejpam-3395	348	2	17	CARDINAL
ejpam-3395	348	3	8tm	ORDINAL
ejpam-3395	348	4	0 %	PERCENT
ejpam-3395	349	1	72	CARDINAL
ejpam-3395	349	2	+ 8	DATE
ejpam-3395	350	1	0 %	PERCENT
ejpam-3395	351	1	79	CARDINAL
ejpam-3395	351	2	66	CARDINAL
ejpam-3395	353	1	0 %	PERCENT
ejpam-3395	354	1	80	CARDINAL
ejpam-3395	354	2	16	CARDINAL
ejpam-3395	354	3	80	CARDINAL
ejpam-3395	354	4	∈	ORG
ejpam-3395	355	1	0	CARDINAL
ejpam-3395	356	1	0	CARDINAL
ejpam-3395	356	2	vt ≡	GPE
ejpam-3395	357	1	0	CARDINAL
ejpam-3395	358	1	3	CARDINAL
ejpam-3395	359	1	1	CARDINAL
ejpam-3395	359	2	d. a. n. njamen	PERSON
ejpam-3395	359	3	e. djeutcha	PERSON
ejpam-3395	360	1	j. pure	PERSON
ejpam-3395	360	2	12	CARDINAL
ejpam-3395	360	3	2	CARDINAL
ejpam-3395	360	4	2019	DATE
ejpam-3395	360	5	448	CARDINAL
ejpam-3395	360	6	3	CARDINAL
ejpam-3395	361	1	vt	GPE
ejpam-3395	361	2	62	CARDINAL
ejpam-3395	362	1	3	CARDINAL
ejpam-3395	362	2	81	CARDINAL
ejpam-3395	362	3	61	CARDINAL
ejpam-3395	363	1	1	CARDINAL
ejpam-3395	363	2	1	CARDINAL
ejpam-3395	363	3	15	CARDINAL
ejpam-3395	363	4	1	CARDINAL
ejpam-3395	363	5	3e	CARDINAL
ejpam-3395	364	1	3e	CARDINAL
ejpam-3395	365	1	0	CARDINAL
ejpam-3395	365	2	+ 3e	CARDINAL
ejpam-3395	366	1	√	PERSON
ejpam-3395	366	2	0 s	ORG
ejpam-3395	367	1	+ 12	DATE
ejpam-3395	367	2	t ∫ t 0	ORG
ejpam-3395	367	3	0 s	MONEY
ejpam-3395	367	4	ξ1	NORP
ejpam-3395	367	5	0 s	MONEY
ejpam-3395	368	1	82	CARDINAL
ejpam-3395	368	2	0≤t≤t	CARDINAL
ejpam-3395	368	3	1	CARDINAL
ejpam-3395	368	4	0	CARDINAL
ejpam-3395	368	5	1	CARDINAL
ejpam-3395	370	1	+ 12tε2	CARDINAL
ejpam-3395	370	2	∫	ORG
ejpam-3395	370	3	0 s	MONEY
ejpam-3395	371	1	moreover e ∣∣κ(s	PERSON
ejpam-3395	371	2	0 s	MONEY
ejpam-3395	371	3	1 +	CARDINAL
ejpam-3395	371	4	0	CARDINAL
ejpam-3395	371	5	83	CARDINAL
ejpam-3395	371	6	g = max	PERSON
ejpam-3395	371	7	2	CARDINAL
ejpam-3395	371	8	0≤t≤t	CARDINAL
ejpam-3395	373	1	2b1	CARDINAL
ejpam-3395	374	1	84	CARDINAL
ejpam-3395	374	2	0 t |2	MONEY
ejpam-3395	376	1	0	CARDINAL
ejpam-3395	376	2	1	CARDINAL
ejpam-3395	376	3	0	CARDINAL
ejpam-3395	376	4	85	CARDINAL
ejpam-3395	376	5	1	CARDINAL
ejpam-3395	376	6	1 + e|ζ|2	DATE
ejpam-3395	376	7	86	CARDINAL
ejpam-3395	376	8	1	CARDINAL
ejpam-3395	376	9	2 + 12gt	DATE
ejpam-3395	376	10	2ε2	DATE
ejpam-3395	376	11	1 + e|ζ|2	DATE
ejpam-3395	377	1	87	CARDINAL
ejpam-3395	377	2	87	CARDINAL
ejpam-3395	378	1	3e|ζ|2	CARDINAL
ejpam-3395	378	2	n∑ i=0	ORG
ejpam-3395	382	1	d. a. n. njamen	PERSON
ejpam-3395	382	2	e. djeutcha	PERSON
ejpam-3395	383	1	j. pure	PERSON
ejpam-3395	383	2	12	CARDINAL
ejpam-3395	383	3	2	CARDINAL
ejpam-3395	383	4	2019	DATE
ejpam-3395	383	5	448	CARDINAL
ejpam-3395	383	6	3e|ζ|2 + 3κ2θ2	DATE
ejpam-3395	383	7	2 + 12gt 2	DATE
ejpam-3395	384	1	1	CARDINAL
ejpam-3395	386	1	+ 12gt	DATE
ejpam-3395	386	2	0	CARDINAL
ejpam-3395	387	1	1 +	CARDINAL
ejpam-3395	388	1	+ 12gt	DATE
ejpam-3395	388	2	0	CARDINAL
ejpam-3395	389	1	1 +	CARDINAL
ejpam-3395	390	1	+ 12gt	DATE
ejpam-3395	390	2	0	CARDINAL
ejpam-3395	391	1	1 +	CARDINAL
ejpam-3395	391	2	3e|ζ|2	CARDINAL
ejpam-3395	396	1	3e|ζ|2	CARDINAL
ejpam-3395	402	1	3e|ζ|2	CARDINAL
ejpam-3395	408	1	3e|ζ|2	CARDINAL
ejpam-3395	412	1	+ 12gt	DATE
ejpam-3395	414	1	t |2 ≤	DATE
ejpam-3395	415	1	2	DATE
ejpam-3395	424	1	2	DATE
ejpam-3395	425	1	2	DATE
ejpam-3395	426	1	2	CARDINAL
ejpam-3395	426	2	2	CARDINAL
ejpam-3395	427	1	mfh	ORG
ejpam-3395	427	2	4	CARDINAL
ejpam-3395	428	1	american	NORP
ejpam-3395	428	2	mfh	ORG
ejpam-3395	428	3	monte carlo	ORG
ejpam-3395	428	4	american	NORP
ejpam-3395	429	1	the monte carlo simulation method	ORG
ejpam-3395	431	1	monte carlos	PERSON
ejpam-3395	432	1	6	CARDINAL
ejpam-3395	432	2	8	CARDINAL
ejpam-3395	433	1	d. a. n. njamen	PERSON
ejpam-3395	433	2	e. djeutcha	PERSON
ejpam-3395	434	1	j. pure	PERSON
ejpam-3395	434	2	12	CARDINAL
ejpam-3395	434	3	2	CARDINAL
ejpam-3395	434	4	2019	DATE
ejpam-3395	434	5	448	CARDINAL
ejpam-3395	435	1	lsm algorithm	ORG
ejpam-3395	435	2	lsm	ORG
ejpam-3395	436	1	lsm	ORG
ejpam-3395	436	2	algoritheorem 2	ORG
ejpam-3395	437	1	lsm algorithm	ORG
ejpam-3395	438	1	j = 1	PERSON
ejpam-3395	441	1	0	CARDINAL
ejpam-3395	443	1	vi	PERSON
ejpam-3395	443	2	j = n 1 :	PERSON
ejpam-3395	443	3	1	CARDINAL
ejpam-3395	447	1	xtx	ORG
ejpam-3395	447	2	1 2xcashflow(index	CARDINAL
ejpam-3395	450	1	1	CARDINAL
ejpam-3395	451	1	1	CARDINAL
ejpam-3395	455	1	american	NORP
ejpam-3395	456	1	lsm algorithm	ORG
ejpam-3395	456	2	american	NORP
ejpam-3395	456	3	mfh	ORG
ejpam-3395	457	1	21	CARDINAL
ejpam-3395	461	1	american	NORP
ejpam-3395	461	2	s(τ	PERSON
ejpam-3395	462	1	− s(τ	PERSON
ejpam-3395	463	1	88	CARDINAL
ejpam-3395	464	1	american	NORP
ejpam-3395	464	2	zero	CARDINAL
ejpam-3395	465	1	american	NORP
ejpam-3395	465	2	mfh	ORG
ejpam-3395	466	1	d. a. n. njamen	PERSON
ejpam-3395	466	2	e. djeutcha	PERSON
ejpam-3395	467	1	j. pure	PERSON
ejpam-3395	467	2	12	CARDINAL
ejpam-3395	467	3	2	CARDINAL
ejpam-3395	467	4	2019	DATE
ejpam-3395	467	5	448	CARDINAL
ejpam-3395	468	1	american	NORP
ejpam-3395	468	2	mfh	ORG
ejpam-3395	468	3	lsm	ORG
ejpam-3395	469	1	first	ORDINAL
ejpam-3395	469	2	3.2	CARDINAL
ejpam-3395	470	1	1	CARDINAL
ejpam-3395	470	2	american	NORP
ejpam-3395	470	3	mfh	ORG
ejpam-3395	471	1	1	CARDINAL
ejpam-3395	471	2	2	CARDINAL
ejpam-3395	471	3	hurst	ORG
ejpam-3395	471	4	3 4	DATE
ejpam-3395	471	5	1	CARDINAL
ejpam-3395	471	6	2 3 0.1	DATE
ejpam-3395	471	7	mfh	ORG
ejpam-3395	471	8	49.7453	CARDINAL
ejpam-3395	472	1	49.5860	CARDINAL
ejpam-3395	472	2	2	CARDINAL
ejpam-3395	472	3	american	NORP
ejpam-3395	472	4	mfh	ORG
ejpam-3395	473	1	2 3 0.1	DATE
ejpam-3395	473	2	mfh	ORG
ejpam-3395	473	3	49.7970	CARDINAL
ejpam-3395	473	4	49.6887 0.2	CARDINAL
ejpam-3395	473	5	49.6450	CARDINAL
ejpam-3395	473	6	49.7773	CARDINAL
ejpam-3395	473	7	3	CARDINAL
ejpam-3395	473	8	american	NORP
ejpam-3395	473	9	mfh	ORG
ejpam-3395	474	1	2 3 0.1	DATE
ejpam-3395	474	2	mfh	ORG
ejpam-3395	474	3	49.7305 49.7286 0.2	MONEY
ejpam-3395	474	4	49.5938 49.6614	CARDINAL
ejpam-3395	474	5	4	CARDINAL
ejpam-3395	474	6	american	NORP
ejpam-3395	474	7	mfh	ORG
ejpam-3395	475	1	2 3 0.1	DATE
ejpam-3395	475	2	mfh	ORG
ejpam-3395	475	3	49.7298	CARDINAL
ejpam-3395	476	1	49.9172 49.7155	CARDINAL
ejpam-3395	476	2	5	CARDINAL
ejpam-3395	476	3	american	NORP
ejpam-3395	476	4	mfh	ORG
ejpam-3395	476	5	2	CARDINAL
ejpam-3395	476	6	3	DATE
ejpam-3395	476	7	4	DATE
ejpam-3395	476	8	5	CARDINAL
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ejpam-3395	478	1	2 3 0.1	DATE
ejpam-3395	478	2	mfh	ORG
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ejpam-3395	478	4	49.5249	CARDINAL
ejpam-3395	478	5	6	CARDINAL
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ejpam-3395	480	3	2	CARDINAL
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ejpam-3395	480	5	448	CARDINAL
ejpam-3395	480	6	2 3 0.1	DATE
ejpam-3395	480	7	mfh	ORG
ejpam-3395	480	8	49.9421	CARDINAL
ejpam-3395	480	9	49.6671	CARDINAL
ejpam-3395	480	10	7	CARDINAL
ejpam-3395	480	11	american	NORP
ejpam-3395	480	12	mfh	ORG
ejpam-3395	480	13	h=0.85	DATE
ejpam-3395	481	1	2 3 0.1	DATE
ejpam-3395	481	2	mfh	ORG
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ejpam-3395	481	4	49.8213 49.7047	CARDINAL
ejpam-3395	481	5	8	CARDINAL
ejpam-3395	481	6	american	NORP
ejpam-3395	481	7	mfh	ORG
ejpam-3395	482	1	2 3 0.1	DATE
ejpam-3395	482	2	mfh	ORG
ejpam-3395	482	3	49.8149	CARDINAL
ejpam-3395	482	4	49.6484 49.7865	CARDINAL
ejpam-3395	482	5	9	CARDINAL
ejpam-3395	482	6	american	NORP
ejpam-3395	482	7	mfh	ORG
ejpam-3395	483	1	6	CARDINAL
ejpam-3395	483	2	7	DATE
ejpam-3395	483	3	8	DATE
ejpam-3395	483	4	hurst	ORG
ejpam-3395	483	5	0.87	CARDINAL
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ejpam-3395	484	1	hurst parameter	ORG
ejpam-3395	484	2	american	NORP
ejpam-3395	484	3	mfh	ORG
ejpam-3395	485	1	2 3 0.1	DATE
ejpam-3395	485	2	mfh	ORG
ejpam-3395	485	3	49.7141	CARDINAL
ejpam-3395	486	1	49.6721 49.6781	CARDINAL
ejpam-3395	486	2	10	CARDINAL
ejpam-3395	486	3	american	NORP
ejpam-3395	486	4	mfh	ORG
ejpam-3395	486	5	h=0.90	DATE
ejpam-3395	487	1	2 3 0.1	DATE
ejpam-3395	487	2	mfh	ORG
ejpam-3395	487	3	49.8439	CARDINAL
ejpam-3395	487	4	49.9487 49.6653	CARDINAL
ejpam-3395	487	5	11	CARDINAL
ejpam-3395	487	6	american	NORP
ejpam-3395	487	7	mfh	ORG
ejpam-3395	488	1	2 3 0.1	DATE
ejpam-3395	488	2	mfh	ORG
ejpam-3395	488	3	49.7129	CARDINAL
ejpam-3395	488	4	49.8712	CARDINAL
ejpam-3395	488	5	49.7194	CARDINAL
ejpam-3395	488	6	12	CARDINAL
ejpam-3395	488	7	american	NORP
ejpam-3395	488	8	mfh	ORG
ejpam-3395	489	1	2 3 0.1	DATE
ejpam-3395	489	2	mfh	ORG
ejpam-3395	489	3	49.7540 49.7373	CARDINAL
ejpam-3395	489	4	466	CARDINAL
ejpam-3395	489	5	13	CARDINAL
ejpam-3395	489	6	american	NORP
ejpam-3395	489	7	mfh	ORG
ejpam-3395	489	8	h=0.99	LOC
ejpam-3395	490	1	10	CARDINAL
ejpam-3395	490	2	11	DATE
ejpam-3395	490	3	12	DATE
ejpam-3395	490	4	13	DATE
ejpam-3395	490	5	hurst	ORG
ejpam-3395	490	6	0.97	CARDINAL
ejpam-3395	490	7	0.99	CARDINAL
ejpam-3395	491	1	hurst parameter	ORG
ejpam-3395	491	2	american	NORP
ejpam-3395	491	3	mfh	ORG
ejpam-3395	492	1	5	CARDINAL
ejpam-3395	492	2	lsm algorithm	ORG
ejpam-3395	492	3	american	NORP
ejpam-3395	492	4	mfh	ORG
ejpam-3395	493	1	heston	PERSON
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ejpam-3395	495	2	mfh	ORG
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ejpam-3395	503	1	2	CARDINAL
ejpam-3395	503	2	e. alos	PERSON
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ejpam-3395	505	1	taiwanese	NORP
ejpam-3395	505	2	5(3):609–632, 2001	DATE
ejpam-3395	506	1	3	CARDINAL
ejpam-3395	506	2	e. alòs	PERSON
ejpam-3395	506	3	d. nualart	NORP
ejpam-3395	508	1	75(3):129–152	CARDINAL
ejpam-3395	508	2	2003	DATE
ejpam-3395	509	1	4	CARDINAL
ejpam-3395	509	2	d. barbu	PERSON
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ejpam-3395	511	2	52(1):87–95, 2002	DATE
ejpam-3395	512	1	5	CARDINAL
ejpam-3395	512	2	m. t. barlow	PERSON
ejpam-3395	513	1	one	CARDINAL
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ejpam-3395	514	3	1982	DATE
ejpam-3395	515	1	6	CARDINAL
ejpam-3395	515	2	j. barraquand	PERSON
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ejpam-3395	516	1	american	NORP
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ejpam-3395	518	1	467	CARDINAL
ejpam-3395	518	2	7	CARDINAL
ejpam-3395	518	3	y. hu	PERSON
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ejpam-3395	520	2	2008	DATE
ejpam-3395	521	1	8	CARDINAL
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ejpam-3395	522	2	american	NORP
ejpam-3395	523	1	5:25–44, 1997	DATE
ejpam-3395	524	1	9	CARDINAL
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ejpam-3395	527	1	11	CARDINAL
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ejpam-3395	530	1	12	CARDINAL
ejpam-3395	532	1	the franklin institute	ORG
ejpam-3395	532	2	246(6):453–457, 1948	DATE
ejpam-3395	533	1	13	CARDINAL
ejpam-3395	533	2	eric djeutcha	PERSON
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ejpam-3395	534	6	2019	DATE
ejpam-3395	535	1	14	CARDINAL
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ejpam-3395	536	1	i.	PERSON
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ejpam-3395	537	2	38(2):582–612	CARDINAL
ejpam-3395	537	3	2000	DATE
ejpam-3395	538	1	15	CARDINAL
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ejpam-3395	543	1	siam review	ORG
ejpam-3395	543	2	43(3):525–546, 2001	DATE
ejpam-3395	544	1	17	CARDINAL
ejpam-3395	544	2	h. e. hurst	PERSON
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ejpam-3395	548	2	116:770	CARDINAL
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ejpam-3395	549	1	18	CARDINAL
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ejpam-3395	552	4	1940	DATE
ejpam-3395	553	1	19	CARDINAL
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ejpam-3395	556	1	20	CARDINAL
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ejpam-3395	557	1	two	CARDINAL
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ejpam-3395	558	2	26(4):669–684, 2011	DATE
ejpam-3395	559	1	21	CARDINAL
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ejpam-3395	560	1	american	NORP
ejpam-3395	561	1	14(1):113–147, 2001	DATE
ejpam-3395	562	1	22	CARDINAL
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ejpam-3395	564	2	1997	DATE
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ejpam-3395	570	1	2018	DATE
ejpam-3395	571	1	25	CARDINAL
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ejpam-3395	572	1	1929	DATE
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ejpam-3395	573	2	2008	DATE
ejpam-3395	574	1	26	CARDINAL
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ejpam-3395	580	1	28	CARDINAL
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ejpam-3395	582	2	2017	DATE
ejpam-3395	583	1	29	CARDINAL
ejpam-3395	585	1	1973	DATE
ejpam-3395	586	1	30	CARDINAL
ejpam-3395	588	1	kyoto university	ORG
ejpam-3395	588	2	21(3):501–515	CARDINAL
ejpam-3395	588	3	1981	DATE
ejpam-3395	589	1	31	CARDINAL
ejpam-3395	589	2	t. yamada	PERSON
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ejpam-3395	591	2	11(1):155–167	DATE
ejpam-3395	591	3	1971	DATE