Is it Brownian or fractional Brownian motion? (Q1670157)
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scientific article; zbMATH DE number 6932001
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Is it Brownian or fractional Brownian motion? |
scientific article; zbMATH DE number 6932001 |
Statements
Is it Brownian or fractional Brownian motion? (English)
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5 September 2018
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fractional Brownian motion
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Hurst index test
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bi-power variation
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finite jumps
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pricing models
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0.8207523226737976
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0.7880390882492065
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0.7852848768234253
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0.7795884013175964
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