Mixed fractional Brownian motion

By Patrick Cheridito. 2001

243 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d540208fb5ecd0d34c1fdb218cb2222175eea6fc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. M. Zili
2. David Nualart
3. Jean Picard

In Finance

1. M. Zili
2. David Nualart
3. Jean Picard

Citations in the corpus

• On the mixed fractional Brownian motion (2006, methodology): “This process has been introduced by Cheridito [3] to present a stochastic model of the discounted stock price in some arbitrage-free and complete financial markets.”