On stocks and interest rates modeling in long-range dependent environment (Q3119639): Difference between revisions
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Revision as of 09:47, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stocks and interest rates modeling in long-range dependent environment |
scientific article |
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On stocks and interest rates modeling in long-range dependent environment (English)
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12 March 2019
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long-range dependence
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Wiener process
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fractional Brownian motion
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stochastic interest rate
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equivalent probability measure
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pathwise integration
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Itô integration
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arbitrage-free market
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complete market
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option pricing
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