Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (Q3633141)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model |
scientific article; zbMATH DE number 5565788
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model |
scientific article; zbMATH DE number 5565788 |
Statements
Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (English)
0 references
17 June 2009
0 references
binary market model
0 references
fractional Brownian motion
0 references
random walk
0 references
Rosenblatt process
0 references
stock price model
0 references
0 references
0.7417886853218079
0 references
0.7204961180686951
0 references
0.717003345489502
0 references
0.7113655805587769
0 references
