Capa do artigo Parameter Estimation In Fractional Diffusion Models
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Parameter Estimation In Fractional Diffusion Models eBook

by Yuliya Mishura, Kostiantyn Ralchenko e Kestutis Kubilius
language: english
Publisher: Springer International Publishing, January of 2018 ‧
145,74€
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This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion.

Parameter Estimation In Fractional Diffusion Models

by Yuliya Mishura, Kostiantyn Ralchenko e Kestutis Kubilius

Property Description
ISBN: 9783319710303
Publisher: Springer International Publishing
Release Date: January of 2018
Language: English
Format: eBook
File Format and Compatibility:
Collection: Bocconi & Springer Series
Categories: eBooks in English > Science > Mathematics
EAN: 9783319710303
Acessibilidade: Ver características de acessibilidade indicadas pelo editor

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