Parameter Estimation In Fractional Diffusion Models eBook
language: english
Publisher:
Springer International Publishing, January of 2018 ‧
see product details
145,74€
10% OFF
CARD
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
IMMEDIATE AVAILABILITY
Ebook for ADE
SYNOPSIS
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.
DETeBook com proteção para wookreaderILS
| Property | Description |
|---|---|
| ISBN: | 9783319710303 |
| Publisher: | Springer International Publishing |
| Release Date: | January of 2018 |
| Language: | English |
| Format: | eBook |
| Collection: | Bocconi & Springer Series |
| Categories: |
eBooks in English
>
Science
>
Mathematics
|
| EAN: | 9783319710303 |
| Acessibilidade: | Ver características de acessibilidade indicadas pelo editor |
BOOKS FROM THE SAME COLLECTION
-
10%Continuous Time Processes For FinanceSpringer International Publishing AG162,21€ 10% CARDfree shipping
-
10%Property Valuation And Market CycleSpringer International Publishing AG121,66€ 10% CARDfree shipping