In recent years, there has been a fast growth in the application of long-memory processes to underlying assets including stock, volatility index, exchange rate, etc. The fractional Brownian motion is the most popular of the long-memory processes and was introduced by Kolmogorov in 1940 and later...

In this paper we compare different methods of solving algebraic equations based on resolvent polynomial equations. These methods were considered by several authors, including the second author of this article. Due to the fact that no demonstration of convergence was made for these methods and...