Pages that link to "Item:Q534760"
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The following pages link to Fractional geometric mean-reversion processes (Q534760):
Displayed 5 items.
- Fractional stochastic differential equations with applications to finance (Q713467) (← links)
- Fractional randomness (Q1619960) (← links)
- Closed form equilibrium evaluation of interest rate caps and related derivatives in a real business cycle setting (Q4585677) (← links)
- On local linearization method for stochastic differential equations driven by fractional Brownian motion (Q4964410) (← links)
- On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process (Q4968104) (← links)