Pathwise identification of the memory function of multifractional brownian motion with application to finance
Sergio Bianchi
| Year of publication: |
2005
|
|---|---|
| Authors: | Bianchi, Sergio |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 2, p. 255-281
|
| Subject: | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002679596