Is it Brownian or fractional Brownian motion? (Q1670157)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Is it Brownian or fractional Brownian motion? |
scientific article |
Statements
Is it Brownian or fractional Brownian motion? (English)
0 references
5 September 2018
0 references
fractional Brownian motion
0 references
Hurst index test
0 references
bi-power variation
0 references
finite jumps
0 references
pricing models
0 references