Fractional Brownian Motion and Financial Modelling
- 1 January 2001
- book chapter
- Published by Springer Science and Business Media LLC
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- Fractional Brownian Fields as Integrals of White NoiseBulletin of the London Mathematical Society, 1993
- Multiple Wiener IntegralJournal of the Mathematical Society of Japan, 1951