scientific article; zbMATH DE number 1500695
From MaRDI portal
Publication:4501720
zbMATH Open0955.91023MaRDI QIDQ4501720FDOQ4501720
Authors: Marco Corazza 
Publication date: 16 November 2000
Title of this publication is not available (Why is that?)
Recommendations
- Towards a better understanding of fractional Brownian motion and its application to finance
- scientific article; zbMATH DE number 1642340
- Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance
- Stochastic financial model based on fractional Brownian motion
- Long Memory in Finance and Fractional Brownian Motion
Cited In (4)
- Forecasting with fractional Brownian motion: a financial perspective
- Fractional Brownian motion as a weak limit of Poisson shot noise processes -- with applications to finance
- On stochasticity and turbulence in the federal funds market
- Merton's model of optimal portfolio in a Black-Scholes market driven by a fractional Brownian motion with short-range dependence
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4501720)
