Stochastic volatility models with volatility driven by fractional Brownian motions (Q268815): Difference between revisions
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Latest revision as of 00:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility models with volatility driven by fractional Brownian motions |
scientific article |
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Stochastic volatility models with volatility driven by fractional Brownian motions (English)
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15 April 2016
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stochastic volatility
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fractional Brownian motion
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financial models
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