Pages that link to "Item:Q5256603"
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The following pages link to Fractional Brownian Motions in Financial Models and Their Monte Carlo Simulation (Q5256603):
Displaying 6 items.
- Numerical simulation of multi dimensional reflecting geometrical Brownian motion and its application to mathematical finance (Q1000032) (← links)
- Modelling and analysis of fractional Brownian motions (Q1279411) (← links)
- High-frequency trading with fractional Brownian motion (Q2022763) (← links)
- An enhanced applications of brownian motion to mathematical finance in stochastic modeling (Q3101545) (← links)
- FRACTIONAL BROWNIAN MOTION WITH STOCHASTIC VARIANCE: MODELING ABSOLUTE RETURNS IN STOCK MARKETS (Q3607473) (← links)
- Fractional Brownian motion, random walks and binary market models (Q5950464) (← links)