Investigation of a \((B, S)\) market of security with stochastic volatility driven by fractional Brownian motion (Q5467766)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5026325
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Investigation of a \((B, S)\) market of security with stochastic volatility driven by fractional Brownian motion |
scientific article; zbMATH DE number 5026325 |
Statements
24 May 2006
0 references
(B,S) market
0 references
volatility
0 references
fractional Brownian motion
0 references
0.8234363794326782
0 references
0.8164270520210266
0 references
0.8158860206604004
0 references
