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

Author:

Rostek, S.; Schoebel, R.

Tübinger Autor(en):

Published in:

Economic Modelling (2013), Bd. 30, S. 30-35

Verlagsangabe:

Elsevier Science Bv

Language:

English

Full text:

ISSN:

0264-9993

DDC Classifikation:

330 - Economics

Dokumentart:

Article

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