Stochastic volatility models with volatility driven by fractional Brownian motions (Q268815): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 02:47, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic volatility models with volatility driven by fractional Brownian motions |
scientific article |
Statements
Stochastic volatility models with volatility driven by fractional Brownian motions (English)
0 references
15 April 2016
0 references
stochastic volatility
0 references
fractional Brownian motion
0 references
financial models
0 references