Parameter Estimation In Fractional Diffusion Models
language: english
Publisher:
Springer International Publishing AG, June of 2019 ‧
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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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9783319890319 |
| Publisher: | Springer International Publishing AG |
| Release Date: | June of 2019 |
| Language: | English |
| Dimensions: | 155 x 235 x 20 mm |
| Cover: | Softcover |
| Pages: | 390 |
| Format: | Book |
| Collection: | Bocconi & Springer Series |
| Categories: |
Books in English
>
Science
>
Mathematics
|
| EAN: | 9783319890319 |
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