Parameter Estimation In Fractional Diffusion Models
idioma: inglês
Editor:
Springer International Publishing AG, junho de 2019 ‧
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783319890319 |
| Editor: | Springer International Publishing AG |
| Data de Lançamento: | junho de 2019 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 390 |
| Tipo de produto: | Livro |
| Coleção: | Bocconi & Springer Series |
| Classificação Temática: |
Livros em Inglês
>
Ciências Exatas e Naturais
>
Matemática
|
| EAN: | 9783319890319 |
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