Skip to content
VuFind
All Fields
Title
Author
Subject
Call Number
ISBN/ISSN
Tag
Find
Advanced
Properties of fractional Brown...
Cite this
Print
Export Record
Export to RefWorks
Export to EndNoteWeb
Export to EndNote
Properties of fractional Brownian motions for modeling stock prices
Bibliographic Details
Format:
Restricted Document
Holdings
Description
Similar Items
Staff View
Similar Items
Pricing currency options by generalizations of the mixed fractional brownian motion
by: Shokrollahi, Foad
Published: (2016)
The valuation of currency options by fractional Brownian motion
by: Shokrollahi, Foad, et al.
Published: (2016)
Pricing currency option in a mixed fractional Brownian motion with jumps environment
by: Shokrollahi, Foad, et al.
Published: (2014)
Geometric fractional Brownian motion model for commodity market simulation
by: Ibrahim, Siti Nur Iqmal, et al.
Published: (2021)
Simulating rubber prices under geometric fractional Brownian motion with different Hurst estimators
by: Balasubramaniam, Srivennila Sri, et al.
Published: (2023)