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

By S. Rostek, Rainer Schöbel. 2013

109 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a04e2d197633152f4ccd51e78f99d3b2095ffe7d