The following pages link to (Q5120583):
Displaying 6 items.
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- Mathematical model of stock prices via a fractional Brownian motion model with adaptive parameters (Q469958) (← links)
- 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)
- (Q3107580) (← links)
- FRACTIONAL BROWNIAN MOTION WITH STOCHASTIC VARIANCE: MODELING ABSOLUTE RETURNS IN STOCK MARKETS (Q3607473) (← links)
- Modeling the BUX index by a novel stochastic differential equation (Q5947890) (← links)