Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity - MaRDI portal

Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464)

From MaRDI portal
scientific article; zbMATH DE number 6260408
Language Label Description Also known as
English
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity
scientific article; zbMATH DE number 6260408

    Statements

    title
    Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (English)
    0 references
    author
    Sergio Bianchi
    0 references
    Alexandre Pantanella
    0 references
    Augusto Pianese
    0 references
    publication date
    20 February 2014
    0 references
    zbMATH Keywords
    multifractional Brownian motion
    0 references
    pointwise Hölder exponent
    0 references
    asset price dynamics
    0 references
    time-varying parameter
    0 references
    cites work
    Q4301585
    0 references

    Identifiers

    zbMATH DE Number
    6260408
    0 references
    OpenAlex ID
    W2145632149
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5397464&oldid=35374288"
    Powered by MediaWiki