The following pages link to Fractal Langevin equation (Q1862695):
Displaying 18 items.
- On calibration of stochastic and fractional stochastic volatility models (Q323465) (← links)
- An approximate approach to fractional stochastic integration and its applications (Q467887) (← links)
- Mathematical model of stock prices via a fractional Brownian motion model with adaptive parameters (Q469958) (← links)
- Fractional geometric mean-reversion processes (Q534760) (← links)
- Fractional Brownian motions described by scaled Langevin equation (Q686090) (← links)
- Fokker-Planck equation on fractal curves (Q748584) (← links)
- Dynamic scaling behaviors of linear fractal Langevin-type equation driven by nonconserved and conserved noise (Q1619421) (← links)
- Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← links)
- Fractional Langevin equation with anti-periodic boundary conditions (Q2000347) (← links)
- A note on Euler method for the overdamped generalized Langevin equation with fractional noise (Q2006358) (← links)
- Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
- An approximate approach to fractional analysis for finance (Q2490081) (← links)
- On the approximation of Lévy driven Volterra processes and their integrals (Q2633845) (← links)
- Asset prices with investor protection and past information (Q2691284) (← links)
- Langevin unification of fractional motions (Q2888577) (← links)
- Regularisation of the Langevin equation in \(d=1\) by the fractional Brownian motion (Q2908053) (← links)
- Market calibration under a long memory stochastic volatility model (Q4585681) (← links)
- Least squares estimations for approximate fractional vasicek model driven by a semimartingale (Q6104221) (← links)
