Misiran, M., Zudi, L., Teo, K. L., & Grace, A. (2012). Estimating dynamic geometric fractional brownian motion and its application to long-memory option pricing.
Chicago Style (17th ed.) CitationMisiran, M., L. Zudi, Kok Lay Teo, and A. Grace. Estimating Dynamic Geometric Fractional Brownian Motion and Its Application to Long-memory Option Pricing. 2012.
MLA (9th ed.) CitationMisiran, M., et al. Estimating Dynamic Geometric Fractional Brownian Motion and Its Application to Long-memory Option Pricing. 2012.
Warning: These citations may not always be 100% accurate.