Weighted Local Time for Fractional Brownian Motion and Applications to Finance (Q4678743)
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scientific article; zbMATH DE number 2171195
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Weighted Local Time for Fractional Brownian Motion and Applications to Finance |
scientific article; zbMATH DE number 2171195 |
Statements
Weighted Local Time for Fractional Brownian Motion and Applications to Finance (English)
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23 May 2005
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Tanaka formula
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fractional white noise
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0.8532154560089111
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0.8412948250770569
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0.8239753246307373
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0.8093228936195374
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