Multiscale estimation of processes related to the fractional Black-Scholes equation
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Publication:1424648
DOI10.1007/BF03354606zbMath1037.62109MaRDI QIDQ1424648
R. Fernández-Pascual, José M. Angulo, María D. Ruiz-Medina
Publication date: 16 March 2004
Published in: Computational Statistics (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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