Long Memory in Finance and Fractional Brownian Motion

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Publication:5325410

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DOI10.1143/PTPS.179.26zbMath1175.91198OpenAlexW2069177717MaRDI QIDQ5325410

Joshin Murai, Koji Kuroda

Publication date: 10 August 2009

Published in: Progress of Theoretical Physics Supplement (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1143/ptps.179.26

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

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