Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes (Q1726711)
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scientific article; zbMATH DE number 7026193
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| English | Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes |
scientific article; zbMATH DE number 7026193 |
Statements
Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes (English)
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20 February 2019
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fractional Lévy process
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Cox-Ingersoll-Ross process
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Jacobi process
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long memory
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0.7825614809989929
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0.7794294357299805
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0.777967095375061
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0.758949875831604
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0.7578498721122742
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