Towards a better understanding of fractional Brownian motion and its application to finance (Q6164067)
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scientific article; zbMATH DE number 7719426
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Towards a better understanding of fractional Brownian motion and its application to finance |
scientific article; zbMATH DE number 7719426 |
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Towards a better understanding of fractional Brownian motion and its application to finance (English)
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26 July 2023
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Black-Scholes
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fractional Brownian motion
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Wick product
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0.8609644770622253
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0.815205454826355
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0.8148073554039001
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0.8089982271194458
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