Pages that link to "Item:Q6164067"
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The following pages link to Towards a better understanding of fractional Brownian motion and its application to finance (Q6164067):
Displaying 9 items.
- Non-ideal Brownian motion, generalized Langevin equation and its application to the security market (Q1000401) (← links)
- Is it Brownian or fractional Brownian motion? (Q1670157) (← links)
- Fractional Brownian motion with two-variable Hurst exponent (Q2223840) (← links)
- Fractional Brownian motion and financial modelling (Q2741102) (← links)
- Estimating dynamic geometric fractional Brownian motion and its application to long-memory option pricing (Q2869760) (← links)
- An enhanced applications of brownian motion to mathematical finance in stochastic modeling (Q3101545) (← links)
- <i>Q</i>-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market (Q3611813) (← links)
- APPLICATION OF FRACTAL DIMENSION OF FRACTIONAL BROWNIAN MOTION TO SUPPLY CHAIN FINANCING AND OPERATIONAL COMPREHENSIVE DECISION-MAKING (Q5025588) (← links)
- Fractional Brownian Motions in Financial Models and Their Monte Carlo Simulation (Q5256603) (← links)