id	sid	eid	entity	type
ejpam-5107	1	1	european journal	ORG
ejpam-5107	2	1	17	CARDINAL
ejpam-5107	2	2	3	CARDINAL
ejpam-5107	2	3	2024	DATE
ejpam-5107	2	4	2299	CARDINAL
ejpam-5107	2	5	new york	GPE
ejpam-5107	2	6	global european	ORG
ejpam-5107	2	7	r. sumalpong	PERSON
ejpam-5107	2	8	jr.1,∗	GPE
ejpam-5107	2	9	eric g. lauron2 1	PERSON
ejpam-5107	2	10	mindanao	GPE
ejpam-5107	2	11	university iligan institute of technology	ORG
ejpam-5107	2	12	iligan city	GPE
ejpam-5107	2	13	philippines	GPE
ejpam-5107	2	14	2	CARDINAL
ejpam-5107	2	15	j.h cerilles state college dumingag campus	ORG
ejpam-5107	2	16	zamboanga del sur	ORG
ejpam-5107	2	17	philippines	GPE
ejpam-5107	3	1	european	NORP
ejpam-5107	3	2	three	CARDINAL
ejpam-5107	4	1	hurst parameter h.	ORG
ejpam-5107	4	2	zero	CARDINAL
ejpam-5107	4	3	european	NORP
ejpam-5107	5	1	european	NORP
ejpam-5107	6	1	2020	DATE
ejpam-5107	6	2	62p05	CARDINAL
ejpam-5107	6	3	97m30	CARDINAL
ejpam-5107	6	4	european	NORP
ejpam-5107	6	5	1	CARDINAL
ejpam-5107	7	1	five	CARDINAL
ejpam-5107	8	1	bsm	ORG
ejpam-5107	8	2	1973	DATE
ejpam-5107	9	1	scholes	PERSON
ejpam-5107	9	2	a nobel prize in economics in	WORK_OF_ART
ejpam-5107	9	3	1997	DATE
ejpam-5107	10	1	bsm	ORG
ejpam-5107	10	2	1/2	CARDINAL
ejpam-5107	11	1	hurst exponent h	ORG
ejpam-5107	12	1	felipejr.sumalpong@g.msuiit.edu.ph	ORG
ejpam-5107	12	2	sumalpong	PERSON
ejpam-5107	12	3	e. lauron	PERSON
ejpam-5107	12	4	2299	CARDINAL
ejpam-5107	13	1	2024	CARDINAL
ejpam-5107	14	1	f. sumalpong	PERSON
ejpam-5107	14	2	e. lauron	PERSON
ejpam-5107	15	1	j. pure	PERSON
ejpam-5107	15	2	17	CARDINAL
ejpam-5107	15	3	3	CARDINAL
ejpam-5107	15	4	2024	CARDINAL
ejpam-5107	15	5	2299	CARDINAL
ejpam-5107	15	6	1/2	CARDINAL
ejpam-5107	15	7	1/2	CARDINAL
ejpam-5107	16	1	1/2	CARDINAL
ejpam-5107	18	1	x(t	PERSON
ejpam-5107	18	2	1	CARDINAL
ejpam-5107	18	3	1	CARDINAL
ejpam-5107	20	1	θ(t)−	ORG
ejpam-5107	20	2	σrdb h 2	ORG
ejpam-5107	20	3	2	CARDINAL
ejpam-5107	20	4	hurst parameter h.	ORG
ejpam-5107	20	5	cx(t)|v(t)|	ORG
ejpam-5107	20	6	3	CARDINAL
ejpam-5107	20	7	european	NORP
ejpam-5107	20	8	bsm	ORG
ejpam-5107	21	1	european	NORP
ejpam-5107	22	1	2	CARDINAL
ejpam-5107	23	1	1	CARDINAL
ejpam-5107	23	2	x(t	PERSON
ejpam-5107	23	3	1	CARDINAL
ejpam-5107	23	4	4	CARDINAL
ejpam-5107	23	5	1	CARDINAL
ejpam-5107	23	6	hurst parameter	ORG
ejpam-5107	23	7	h. 2.	PERSON
ejpam-5107	23	8	r(t	ORG
ejpam-5107	24	1	θ(t)−	ORG
ejpam-5107	24	2	σrdb h 2	ORG
ejpam-5107	24	3	5	CARDINAL
ejpam-5107	24	4	θ(t	PERSON
ejpam-5107	24	5	2	CARDINAL
ejpam-5107	24	6	hurst parameter h.	ORG
ejpam-5107	24	7	1	CARDINAL
ejpam-5107	24	8	f. sumalpong	PERSON
ejpam-5107	24	9	e. lauron	PERSON
ejpam-5107	25	1	j. pure	PERSON
ejpam-5107	25	2	17	CARDINAL
ejpam-5107	25	3	3	CARDINAL
ejpam-5107	25	4	2024	CARDINAL
ejpam-5107	25	5	2299	CARDINAL
ejpam-5107	25	6	2	CARDINAL
ejpam-5107	25	7	t ≥ 0	DATE
ejpam-5107	25	8	1	CARDINAL
ejpam-5107	25	9	2	CARDINAL
ejpam-5107	27	1	6	CARDINAL
ejpam-5107	28	1	0	CARDINAL
ejpam-5107	28	2	7	CARDINAL
ejpam-5107	29	1	0	CARDINAL
ejpam-5107	29	2	8)	CARDINAL
ejpam-5107	29	3	1	CARDINAL
ejpam-5107	29	4	2	CARDINAL
ejpam-5107	30	1	9	CARDINAL
ejpam-5107	31	1	10	CARDINAL
ejpam-5107	31	2	e[(dt)2	ORG
ejpam-5107	31	3	0	CARDINAL
ejpam-5107	32	1	11	CARDINAL
ejpam-5107	32	2	1	CARDINAL
ejpam-5107	33	1	zero	CARDINAL
ejpam-5107	34	1	1	CARDINAL
ejpam-5107	35	1	12	CARDINAL
ejpam-5107	35	2	b(t	ORG
ejpam-5107	36	1	1	CARDINAL
ejpam-5107	36	2	1− e−a(t−t	DATE
ejpam-5107	39	1	2(u	CARDINAL
ejpam-5107	39	2	θ(t	PERSON
ejpam-5107	40	1	3	CARDINAL
ejpam-5107	42	1	0	CARDINAL
ejpam-5107	42	2	0	CARDINAL
ejpam-5107	43	1	4	CARDINAL
ejpam-5107	43	2	5	CARDINAL
ejpam-5107	44	1	13	CARDINAL
ejpam-5107	45	1	f. sumalpong	PERSON
ejpam-5107	45	2	e. lauron	PERSON
ejpam-5107	46	1	j. pure	PERSON
ejpam-5107	46	2	17	CARDINAL
ejpam-5107	46	3	3	CARDINAL
ejpam-5107	46	4	2024	CARDINAL
ejpam-5107	46	5	2299	CARDINAL
ejpam-5107	47	1	zero	CARDINAL
ejpam-5107	48	1	1	CARDINAL
ejpam-5107	49	1	zero	CARDINAL
ejpam-5107	50	1	θ(t)− ar(t)−	ORG
ejpam-5107	53	1	∂r2	ORG
ejpam-5107	53	2	2(dt)2h−1	CARDINAL
ejpam-5107	53	3	θ(t	PERSON
ejpam-5107	54	1	two	CARDINAL
ejpam-5107	54	2	14	CARDINAL
ejpam-5107	55	1	one	CARDINAL
ejpam-5107	56	1	14	CARDINAL
ejpam-5107	57	1	15	CARDINAL
ejpam-5107	57	2	ito	PERSON
ejpam-5107	57	3	15	CARDINAL
ejpam-5107	57	4	∂p1 ∂t dt+	PERSON
ejpam-5107	58	1	θ(t)−	ORG
ejpam-5107	59	1	1 2	CARDINAL
ejpam-5107	59	2	∂r2	ORG
ejpam-5107	59	3	θ(t)−	ORG
ejpam-5107	59	4	2 +	DATE
ejpam-5107	59	5	2(dbh 2	CARDINAL
ejpam-5107	59	6	2	CARDINAL
ejpam-5107	59	7	2	CARDINAL
ejpam-5107	59	8	θ(t)−	ORG
ejpam-5107	60	1	1 2	CARDINAL
ejpam-5107	60	2	∂r2	ORG
ejpam-5107	60	3	θ(t)−	ORG
ejpam-5107	60	4	2(dbh 2	CARDINAL
ejpam-5107	60	5	2	CARDINAL
ejpam-5107	62	1	16	CARDINAL
ejpam-5107	64	1	∂p1 ∂t dt+	PERSON
ejpam-5107	64	2	θ(t)−	ORG
ejpam-5107	65	1	θ(t)−	ORG
ejpam-5107	66	1	θ(t)−	ORG
ejpam-5107	66	2	∂r2	ORG
ejpam-5107	66	3	2 +	DATE
ejpam-5107	66	4	2	CARDINAL
ejpam-5107	66	5	∂r2	ORG
ejpam-5107	66	6	2	CARDINAL
ejpam-5107	66	7	2	CARDINAL
ejpam-5107	68	1	θ(t)−	ORG
ejpam-5107	70	1	f. sumalpong	PERSON
ejpam-5107	70	2	e. lauron	PERSON
ejpam-5107	71	1	j. pure	PERSON
ejpam-5107	71	2	17	CARDINAL
ejpam-5107	71	3	3	CARDINAL
ejpam-5107	71	4	2024	CARDINAL
ejpam-5107	71	5	2299	CARDINAL
ejpam-5107	71	6	1 2	CARDINAL
ejpam-5107	73	1	θ(t)−	ORG
ejpam-5107	73	2	θ(t)−	ORG
ejpam-5107	73	3	∂r2	ORG
ejpam-5107	73	4	2	CARDINAL
ejpam-5107	73	5	2	CARDINAL
ejpam-5107	73	6	2	CARDINAL
ejpam-5107	73	7	2	CARDINAL
ejpam-5107	73	8	∂p1	PERSON
ejpam-5107	74	1	θ(t)−	ORG
ejpam-5107	77	1	2	CARDINAL
ejpam-5107	77	2	∂r2 (dt)2h−1 − rp1(t	ORG
ejpam-5107	80	1	θ(t)−	ORG
ejpam-5107	83	1	2	CARDINAL
ejpam-5107	84	1	one	CARDINAL
ejpam-5107	84	2	two	CARDINAL
ejpam-5107	88	1	θ(t)−	ORG
ejpam-5107	88	2	2 1 2	CARDINAL
ejpam-5107	91	1	2	CARDINAL
ejpam-5107	92	1	2	CARDINAL
ejpam-5107	93	1	2	CARDINAL
ejpam-5107	93	2	+ 2ρσxσrx(t	DATE
ejpam-5107	93	3	1 2	CARDINAL
ejpam-5107	93	4	x(t	PERSON
ejpam-5107	93	5	hurst parameter h	ORG
ejpam-5107	96	1	17	CARDINAL
ejpam-5107	96	2	f. sumalpong	PERSON
ejpam-5107	96	3	e. lauron	PERSON
ejpam-5107	97	1	j. pure	PERSON
ejpam-5107	97	2	17	CARDINAL
ejpam-5107	97	3	3	CARDINAL
ejpam-5107	97	4	2024	CARDINAL
ejpam-5107	97	5	2299	CARDINAL
ejpam-5107	97	6	∆t+dt	DATE
ejpam-5107	98	1	18	CARDINAL
ejpam-5107	98	2	dx	ORG
ejpam-5107	98	3	1	CARDINAL
ejpam-5107	98	4	19	CARDINAL
ejpam-5107	98	5	2	CARDINAL
ejpam-5107	99	1	20	CARDINAL
ejpam-5107	99	2	1	CARDINAL
ejpam-5107	99	3	∂r∂x σrdb	PERSON
ejpam-5107	99	4	2	CARDINAL
ejpam-5107	99	5	21	CARDINAL
ejpam-5107	99	6	0	CARDINAL
ejpam-5107	99	7	22	CARDINAL
ejpam-5107	99	8	2	CARDINAL
ejpam-5107	100	1	2	CARDINAL
ejpam-5107	100	2	2h	CARDINAL
ejpam-5107	102	1	1	CARDINAL
ejpam-5107	102	2	2π	CARDINAL
ejpam-5107	102	3	2β2	CARDINAL
ejpam-5107	103	1	23	CARDINAL
ejpam-5107	106	1	1	CARDINAL
ejpam-5107	106	2	2π	CARDINAL
ejpam-5107	106	3	2β2	CARDINAL
ejpam-5107	106	4	−β2du	CARDINAL
ejpam-5107	108	1	2	CARDINAL
ejpam-5107	108	2	f. sumalpong	PERSON
ejpam-5107	108	3	e. lauron	PERSON
ejpam-5107	109	1	j. pure	PERSON
ejpam-5107	109	2	17	CARDINAL
ejpam-5107	109	3	3	CARDINAL
ejpam-5107	109	4	2024	CARDINAL
ejpam-5107	109	5	2299-2310 2305 +	MONEY
ejpam-5107	109	6	2	CARDINAL
ejpam-5107	109	7	+ 2ρσxσrx(t	DATE
ejpam-5107	110	1	3	CARDINAL
ejpam-5107	111	1	1 2	CARDINAL
ejpam-5107	111	2	∂r2	ORG
ejpam-5107	111	3	2h−1	CARDINAL
ejpam-5107	116	1	θ(t)−	ORG
ejpam-5107	116	2	t) + cx(t	DATE
ejpam-5107	116	3	2	CARDINAL
ejpam-5107	117	1	2	CARDINAL
ejpam-5107	117	2	1 2	CARDINAL
ejpam-5107	117	3	0	CARDINAL
ejpam-5107	118	1	x(t	PERSON
ejpam-5107	118	2	hurst	ORG
ejpam-5107	119	1	x(t	PERSON
ejpam-5107	119	2	r(t	GPE
ejpam-5107	120	1	x(t	PERSON
ejpam-5107	120	2	zero	CARDINAL
ejpam-5107	125	1	∆1dx(t)]−	CARDINAL
ejpam-5107	125	2	∆2dp	ORG
ejpam-5107	129	1	∆1dx(t)]−	CARDINAL
ejpam-5107	129	2	∆2dp	PERSON
ejpam-5107	130	1	0	CARDINAL
ejpam-5107	130	2	24	CARDINAL
ejpam-5107	130	3	f. sumalpong	PERSON
ejpam-5107	130	4	e. lauron	PERSON
ejpam-5107	131	1	j. pure	PERSON
ejpam-5107	131	2	17	CARDINAL
ejpam-5107	131	3	3	CARDINAL
ejpam-5107	131	4	2024	CARDINAL
ejpam-5107	131	5	2299-2310 2306	DATE
ejpam-5107	134	1	25	CARDINAL
ejpam-5107	135	1	1 2	CARDINAL
ejpam-5107	135	2	∂r2	ORG
ejpam-5107	135	3	2h−1	CARDINAL
ejpam-5107	140	1	θ(t)−	ORG
ejpam-5107	141	1	0	CARDINAL
ejpam-5107	142	1	3	CARDINAL
ejpam-5107	142	2	4	CARDINAL
ejpam-5107	142	3	3	CARDINAL
ejpam-5107	142	4	european	NORP
ejpam-5107	142	5	vc(x	NORP
ejpam-5107	143	1	xn(d1)−kp	PERSON
ejpam-5107	143	2	26	CARDINAL
ejpam-5107	144	1	1	CARDINAL
ejpam-5107	148	1	3	CARDINAL
ejpam-5107	152	1	27	CARDINAL
ejpam-5107	153	1	28	CARDINAL
ejpam-5107	153	2	f. sumalpong	PERSON
ejpam-5107	153	3	e. lauron	PERSON
ejpam-5107	154	1	j. pure	PERSON
ejpam-5107	154	2	17	CARDINAL
ejpam-5107	154	3	3	CARDINAL
ejpam-5107	154	4	2024	CARDINAL
ejpam-5107	154	5	2299	CARDINAL
ejpam-5107	155	1	− y ∂p ∂t ∂v̂	PERSON
ejpam-5107	160	1	∂r2 −	ORG
ejpam-5107	160	2	∂r2 − y2	ORG
ejpam-5107	161	1	1	CARDINAL
ejpam-5107	161	2	2	CARDINAL
ejpam-5107	161	3	2v̂	CARDINAL
ejpam-5107	162	1	1	CARDINAL
ejpam-5107	162	2	1	CARDINAL
ejpam-5107	163	1	∂v̂	PERSON
ejpam-5107	164	1	1 2	CARDINAL
ejpam-5107	164	2	2	CARDINAL
ejpam-5107	164	3	2	CARDINAL
ejpam-5107	164	4	2	CARDINAL
ejpam-5107	164	5	2	CARDINAL
ejpam-5107	165	1	2	CARDINAL
ejpam-5107	165	2	2	CARDINAL
ejpam-5107	165	3	1/2	CARDINAL
ejpam-5107	165	4	0	CARDINAL
ejpam-5107	165	5	∂v̂	PERSON
ejpam-5107	165	6	29	CARDINAL
ejpam-5107	165	7	1 y )2	QUANTITY
ejpam-5107	165	8	− ∂v̂ ∂z	PERSON
ejpam-5107	166	1	1	CARDINAL
ejpam-5107	166	2	2 + 2ρσxσrb	QUANTITY
ejpam-5107	167	1	∂v̂	PERSON
ejpam-5107	168	1	1 2	CARDINAL
ejpam-5107	168	2	− ∂v̂	PERSON
ejpam-5107	169	1	f. sumalpong	PERSON
ejpam-5107	169	2	e. lauron	PERSON
ejpam-5107	170	1	j. pure	PERSON
ejpam-5107	170	2	17	CARDINAL
ejpam-5107	170	3	3	CARDINAL
ejpam-5107	170	4	2024	CARDINAL
ejpam-5107	170	5	2299-2310 2308	DATE
ejpam-5107	172	1	η = z	PERSON
ejpam-5107	172	2	+ α(t	DATE
ejpam-5107	175	1	∂v̂	PERSON
ejpam-5107	176	1	30	CARDINAL
ejpam-5107	176	2	∂v̂ ∂z	PERSON
ejpam-5107	177	1	31	CARDINAL
ejpam-5107	177	2	∂η2	ORG
ejpam-5107	178	1	32	CARDINAL
ejpam-5107	178	2	1 2	CARDINAL
ejpam-5107	179	1	1 2	CARDINAL
ejpam-5107	181	1	−α′(t	NORP
ejpam-5107	184	1	0	CARDINAL
ejpam-5107	184	2	33	CARDINAL
ejpam-5107	185	1	eη −k)+	PERSON
ejpam-5107	186	1	34	CARDINAL
ejpam-5107	186	2	µ(η	PERSON
ejpam-5107	186	3	1 2 √	QUANTITY
ejpam-5107	187	1	−(η−ξ)2/4τdξ	ORG
ejpam-5107	187	2	35	CARDINAL
ejpam-5107	187	3	0	CARDINAL
ejpam-5107	188	1	36	CARDINAL
ejpam-5107	189	1	µ(η	PERSON
ejpam-5107	189	2	1 2 √	QUANTITY
ejpam-5107	190	1	1 2 √	DATE
ejpam-5107	192	1	f. sumalpong	PERSON
ejpam-5107	192	2	e. lauron	PERSON
ejpam-5107	193	1	j. pure	PERSON
ejpam-5107	193	2	17	CARDINAL
ejpam-5107	193	3	3	CARDINAL
ejpam-5107	193	4	2024	CARDINAL
ejpam-5107	193	5	2299-2310 2309	QUANTITY
ejpam-5107	193	6	ω	CARDINAL
ejpam-5107	194	1	2τ	CARDINAL
ejpam-5107	194	2	37	CARDINAL
ejpam-5107	195	1	38	CARDINAL
ejpam-5107	195	2	µ(η	PERSON
ejpam-5107	195	3	2π	CARDINAL
ejpam-5107	196	1	2τ	CARDINAL
ejpam-5107	197	1	2π	CARDINAL
ejpam-5107	197	2	k ∫	ORG
ejpam-5107	197	3	2τ	CARDINAL
ejpam-5107	198	1	µ(η	PERSON
ejpam-5107	198	2	39	CARDINAL
ejpam-5107	198	3	40	CARDINAL
ejpam-5107	198	4	2τ	CARDINAL
ejpam-5107	198	5	41	CARDINAL
ejpam-5107	199	1	2π	CARDINAL
ejpam-5107	199	2	42	CARDINAL
ejpam-5107	200	1	2π	CARDINAL
ejpam-5107	201	1	43	CARDINAL
ejpam-5107	202	1	5	CARDINAL
ejpam-5107	203	1	european	NORP
ejpam-5107	203	2	vc(x	NORP
ejpam-5107	204	1	x(t)n(d1)−kp	TIME
ejpam-5107	204	2	44	CARDINAL
ejpam-5107	204	3	ds)2h	PERSON
ejpam-5107	205	1	1 2 σ̃ 2	QUANTITY
ejpam-5107	205	2	∫	ORG
ejpam-5107	205	3	ds)2h√	ORG
ejpam-5107	205	4	ds)2h	PERSON
ejpam-5107	205	5	1	CARDINAL
ejpam-5107	205	6	2310 n(d	PERSON
ejpam-5107	206	1	2π	CARDINAL
ejpam-5107	208	1	4.	CARDINAL
ejpam-5107	208	2	european	NORP
ejpam-5107	208	3	scholes	PERSON
ejpam-5107	209	1	european	NORP
ejpam-5107	213	1	1	CARDINAL
ejpam-5107	215	1	81:637–654	CARDINAL
ejpam-5107	215	2	1973	DATE
ejpam-5107	216	1	2	CARDINAL
ejpam-5107	218	1	journal of economics and management science	ORG
ejpam-5107	218	2	4:141–183, 1973	DATE
ejpam-5107	219	1	3	CARDINAL
ejpam-5107	220	1	european	NORP
ejpam-5107	220	2	2006	DATE