Fractional geometric mean-reversion processes (Q534760)
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scientific article; zbMATH DE number 5886422
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| English | Fractional geometric mean-reversion processes |
scientific article; zbMATH DE number 5886422 |
Statements
Fractional geometric mean-reversion processes (English)
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10 May 2011
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fractional Brownian motion
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stochastic integrals
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semimartingale
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Malliavin calculus
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0.7622161507606506
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0.7563439011573792
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0.7435988783836365
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0.7413275837898254
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