Pages that link to "Item:Q2022763"
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The following pages link to High-frequency trading with fractional Brownian motion (Q2022763):
Displaying 7 items.
- Forecasting with fractional Brownian motion: a financial perspective (Q5092662) (← links)
- (Q5430704) (← links)
- Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework (Q6048446) (← links)
- A statistical test of market efficiency based on information theory (Q6110870) (← links)
- Optimal stop-loss rules in markets with long-range dependence (Q6546316) (← links)
- Statistical arbitrage under a fractal price model (Q6546999) (← links)
- Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets (Q6649938) (← links)