2019
DOI: 10.12988/ams.2019.918
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The investigation of the mean reversion model containing the G-Brownian motion

Abstract: Liquidity financial markets, whose risks are caused by uncertain volatilities, are investigated. We suppose that the price process of risky asset satisfies a mean reversion model which contains a G-Brownian motion instead of the classical Brownian motion. Under the assumption of no arbitrage, employing the concept of arbitrage and the properties of G-expectation, an interval of no-arbitrage price for the general European contingent claims is deduced.

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Section: Introductionmentioning
confidence: 99%
“…Antimicrobials agents are protective agents that, being bacteriostatic, bactericidal, fungistatic and fungicidal such as Quaternary ammonium, triclosan, metallic salt, and chitosan. Chitosan has antimicrobial activity towards microorganisms, such as bacteria, yeast, and fungi due to its positive charges in acidic pH [3][4][5][6][7][8]. Nanosized inorganic and metal oxides particles possess high surface area/ volume ratio and display unique physical and chemical properties.…”
Section: Introductionmentioning
confidence: 99%