Pages that link to "Item:Q2796368"
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The following pages link to Estimation of geometric fractional Brownian motion perturbed by stochastic volatility model (Q2796368):
Displaying 2 items.
- Simulation of stochastic differential equation of geometric Brownian motion by quasi-Monte Carlo method and its application in prediction of total index of stock market and value at risk (Q1992174) (← links)
- Estimating dynamic geometric fractional Brownian motion and its application to long-memory option pricing (Q2869760) (← links)