Correlation structure of fractional Pearson diffusions (Q316101)
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scientific article; zbMATH DE number 6629750
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| English | Correlation structure of fractional Pearson diffusions |
scientific article; zbMATH DE number 6629750 |
Statements
Correlation structure of fractional Pearson diffusions (English)
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26 September 2016
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Pearson diffusion
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fractional derivative
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correlation function
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Mittag-Leffler function
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0.95492821931839
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0.8334967494010925
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0.7609941363334656
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0.7576073408126831
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0.756111741065979
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