| _version_ |
1860799990383771648
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| building |
INTELEK Repository
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| collection |
Online Access
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| collectionurl |
https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072
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| date |
2021-09-27 03:12:10
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| eventvenue |
Virtual, Online
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| format |
Restricted Document
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| id |
8210
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| institution |
UniSZA
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| originalfilename |
4170-01-FH03-FIK-21-56565.pdf
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| person |
Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML
like Gecko) Chrome/93.0.4577.82 Safari/537.36
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| recordtype |
oai_dc
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| resourceurl |
https://intelek.unisza.edu.my/intelek/pages/view.php?ref=8210
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| spelling |
8210 https://intelek.unisza.edu.my/intelek/pages/view.php?ref=8210 https://intelek.unisza.edu.my/intelek/pages/search.php?search=!collection407072 Restricted Document Conference Conference Paper application/pdf 3 1.6 Adobe Acrobat Pro DC 20 Paper Capture Plug-in Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML like Gecko) Chrome/93.0.4577.82 Safari/537.36 2021-09-27 03:12:10 4170-01-FH03-FIK-21-56565.pdf UniSZA Private Access Properties of fractional Brownian motions for modeling stock prices Fractional Brownian motion is a general form of Brownian motion by adding a parameter / index, namely the Hurts index. Modeling stock prices with Brownian motion is common. In this article we will discuss fractional Brown motion for modeling stock prices . Some of these properties are increments which are normally distributed and not mutually independent, self-similarity and longrange dependent. 11th Annual International Conference on Industrial Engineering and Operations Management Virtual, Online
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| spellingShingle |
Properties of fractional Brownian motions for modeling stock prices
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| summary |
Fractional Brownian motion is a general form of Brownian motion by adding a parameter / index, namely the Hurts index. Modeling stock prices with Brownian motion is common. In this article we will discuss fractional Brown motion for modeling stock prices . Some of these properties are increments which are normally distributed and not mutually independent, self-similarity and longrange dependent.
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| title |
Properties of fractional Brownian motions for modeling stock prices
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| title_full |
Properties of fractional Brownian motions for modeling stock prices
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| title_fullStr |
Properties of fractional Brownian motions for modeling stock prices
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| title_full_unstemmed |
Properties of fractional Brownian motions for modeling stock prices
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| title_short |
Properties of fractional Brownian motions for modeling stock prices
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| title_sort |
properties of fractional brownian motions for modeling stock prices
|