Multivariate fractional Brownian motion and generalizations of SABR model (Q6599182)
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scientific article; zbMATH DE number 7907634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate fractional Brownian motion and generalizations of SABR model |
scientific article; zbMATH DE number 7907634 |
Statements
Multivariate fractional Brownian motion and generalizations of SABR model (English)
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6 September 2024
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multivariate self-similarity
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fractional Brownian motion
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fractional SABR model
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