Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (Q3633141)
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scientific article
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| English | Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model |
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Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (English)
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17 June 2009
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binary market model
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fractional Brownian motion
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random walk
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Rosenblatt process
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stock price model
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0.7417886853218079
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0.7204961180686951
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0.717003345489502
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0.7113655805587769
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