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Q5016724 - MaRDI portal

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scientific article; zbMATH DE number 7444511
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scientific article; zbMATH DE number 7444511

    Statements

    author
    Takayuki Morimoto
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    publication date
    14 December 2021
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    zbMATH Keywords
    fractional Brownian motion
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    realized volatility
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    long-range dependency
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    fractional Black-Scholes formula
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    Tokyo Stock Price Index data
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    Identifiers

    zbMATH DE Number
    7444511
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