Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity

By Sergio Bianchi, Alexandre Pantanella, Augusto Pianese. 2013

91 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/0105963cbe6bf31de1748a78dea604213489be95