Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity
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Publication:5397464
DOI10.1080/14697688.2011.594080zbMath1281.91083OpenAlexW2145632149MaRDI QIDQ5397464
Augusto Pianese, Sergio Bianchi, Alexandre Pantanella
Publication date: 20 February 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2011.594080
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