A note on the use of fractional Brownian motion for financial modeling

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A note on the use of fractional Brownian motion for financial modeling

Author: Rostek, S.; Schoebel, R.
Tübinger Autor(en):
Schöbel, Rainer
Rostek, Stefan
Published in: Economic Modelling (2013), Bd. 30, S. 30-35
Verlagsangabe: Elsevier Science Bv
Language: English
Full text: http://dx.doi.org/10.1016/j.econmod.2012.09.003
ISSN: 0264-9993
DDC Classifikation: 330 - Economics
Dokumentart: Artikel
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