Pages that link to "Item:Q2223840"
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The following pages link to Fractional Brownian motion with two-variable Hurst exponent (Q2223840):
Displaying 3 items.
- AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (Q6051961) (← links)
- Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes (Q6067090) (← links)
- Parameter estimation for \(n\)th-order mixed fractional Brownian motion with polynomial drift (Q6134390) (← links)