Pages that link to "Item:Q4971980"
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The following pages link to Trading Fractional Brownian Motion (Q4971980):
Displaying 5 items.
- High-frequency trading with fractional Brownian motion (Q2022763) (← links)
- Optimal long-term investment in illiquid markets when prices have negative memory (Q2064830) (← links)
- Invariant measures for multidimensional fractional stochastic volatility models (Q2093310) (← links)
- Forecasting with fractional Brownian motion: a financial perspective (Q5092662) (← links)
- Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework (Q6048446) (← links)
