A note on the use of fractional Brownian motion for financial modeling
| Year of publication: |
2013
|
|---|---|
| Authors: | Rostek, S. ; Schöbel, R. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 30.2013, p. 30-35
|