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[Wiley] Fractional Brownian Motion: Approximations and Projections
10 个回复 - 3017 次查看 [Wiley] Fractional Brownian Motion: Approximations and Projections Authors: Oksana Banna, Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar Chapter 1. Projection of fBm on the Space of Martinga ...2021-12-29 20:15 - ccpoo - 计量经济学与统计软件

[分数维布朗运动]Selected Aspects of Fractional Brownian Motion
14 个回复 - 3150 次查看 Book Description Publication Date: January 17, 2013 Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others class ...2015-6-12 20:50 - lasgpope - 量化投资

[分享]Stochastic Calculus for Fractional Brownian motion and related process(1)
16 个回复 - 7756 次查看 Content1 Wiener Integration with Respect to Fractional BrownianMotion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11.1 The Elements of Fractional Calculus . . . . . . . . . ...2008-9-25 10:41 - xfoooym - 经济金融数学专区

Stochastic Calculus For Fractional Brownian Motion And Applications (2008)
15 个回复 - 3521 次查看随机分析与分数次布朗运动，主要运用于金融，期权定价~~~ 欢迎大家讨论分数阶布朗运动的东东！2010-7-25 03:43 - jsjiangsj - 经济金融数学专区

Stochastic Calculus for Fractional Brownian Motion and Applications
2 个回复 - 1649 次查看 Stochastic Calculus for Fractional Brownian Motion and Applications Authors: [*]Francesca Biagini, [*]Yaozhong Hu, [*]Bernt Øksendal, [*]Tusheng Zhang [*]The first book t ...2015-3-1 04:26 - SleepyTom - 金融工程（数量金融）与金融衍生品

Stochastic Calculus for Fractional Brownian Motion and Related Processes
2 个回复 - 1495 次查看 Stochastic Calculus for Fractional Brownian Motion and Related Processes by Mishura, Yuliya The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. ...2015-3-1 04:29 - SleepyTom - 金融工程（数量金融）与金融衍生品

Variance change point detection for fractional Brownian motion based on the like
1 个回复 - 783 次查看【作者(必填)】 DanielKucharczyk AgnieszkaWytomanska GrzegorzSikora【文题(必填)】 Variance change point detection for fractional Brownian motion based on the likelihood ratio test【年份(必填)】 15 J ...2017-9-28 15:01 - 姚艳茹 - 求助成功区

求Option pricing for processes driven by mixed fractional Brownian motion with s
3 个回复 - 775 次查看【作者(必填)】BLSP Rao 【文题(必填)】Option pricing for processes driven by mixed fractional Brownian motion with superimposed jumps 【年份(必填)】2015 【全文链接或数据库名称(选填)】 Probabi ...2016-12-4 19:15 - weilinhy - 求助成功区

求DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED
2 个回复 - 659 次查看【作者(必填)】 Katsuto Tanaka 【文题(必填)】DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION 【年份(必填)】2014 【全文链接或数据库名 ...2016-9-13 18:59 - weilinhy - 求助成功区

求论文Integration questions related to fractional Brownian motion
2 个回复 - 870 次查看【作者(必填)】Vladas Pipiras, Murad S. Taqqu[/backcolor] 【文题(必填)】Integration questions related to fractional Brownian motion 【年份(必填)】2000 【全文链接或数据库名称(选填)】 Integration ...2016-8-9 23:37 - weilinhy - 求助成功区

求外文ESTIMATION OF GEOMETRIC FRACTIONAL BROWNIAN MOTION PERTURBED BY STOCHASTIC
1 个回复 - 670 次查看【作者(必填)】Alhagyan, Mohammed; Misiran, Masnita; Omar, Zurni. 【文题(必填)】ESTIMATION OF GEOMETRIC FRACTIONAL BROWNIAN MOTION PERTURBED BY STOCHASTIC VOLATILITY MODEL 【年份(必填)】2016 【 ...2016-7-5 11:00 - weilinhy - 文献求助专区

Equity warrants pricing model under Fractional Brownian motion and an empirical
2 个回复 - 618 次查看【作者(必填)】 Wei-Guo Zhang, Wei-Lin Xiao, Chun-Xiong He 【文题(必填)】 Equity warrants pricing model under Fractional Brownian motion and an empirical study 【年份(必填)】 2009 【全文链接或数据 ...2016-5-16 23:48 - feiyufans - 求助成功区

[下载]Stochastic Calculus for Fractional Brownian Motion and Applications
22 个回复 - 9827 次查看 再次推出关于fractional Brownian motion方面的书籍，由于得来不太容易，所以...关于我以前推荐的关于fractional brownian motion方面的书籍，见下面的链接 ...2008-10-28 14:37 - xfoooym - 经济金融数学专区

Fractional Brownian motions, fractional noises and applications
1 个回复 - 934 次查看 Mandelbrot PR, Van Ness JW (1968) Fractional Brownian motions, fractional noises and applications.SIAM Rev 10:422–4372015-12-17 18:43 - lucky187 - 求助成功区

Fractional Brownian motion and multivariate-t models for longitudinal biomedical
1 个回复 - 1157 次查看 Fractional Brownian motion and multivariate-t models for longitudinal biomedical data, with application to CD4 counts in HIV-patients3d [/url] 由 Oliver T. Stirrup, Abdel G. Babiker, Jam ...2015-11-14 20:29 - oliyiyi - LATEX论坛

求文献A note on approximation to multifractional Brownian motion
1 个回复 - 776 次查看【作者(必填)】HongShuai Dai, YuQiang Li 【文题(必填)】A note on approximation to multifractional Brownian motion 【年份(必填)】Date: 11 Aug 2011 【全文链接或数据库名称(选填)】 Science China Ma ...2015-5-5 21:34 - 地下爆菊 - 求助成功区

求S.J Lin stochasitc analysis of fractional brownian motion 这篇文章~
0 个回复 - 748 次查看 2014-12-26 10:13 - szuwusongbin - 新手入门区

Approximation of fractional brownian motion with hurst
9 个回复 - 1388 次查看【作者(必填)】Banna.O.L.. 【文题(必填)】Approximation of fractional brownian motion with hurst index close to 1,by stochastic integrals of linear exponential function. 【年份(必填)】 Applied Sta ...2014-9-29 20:18 - mengzhfei - 求助成功区

Option Pricing in a Fractional Brownian Motion Environment
4 个回复 - 988 次查看作者 Ciprian Necula. 文题 Option Pricing in a Fractional Brownian Motion Environment 年份 Mathematical Reports，2004年6卷3期: 259-273. google 上可以搜索到，但是没有期刊名称等，希望能 ...2012-11-19 16:26 - 无诺 - 文献求助专区

elsevier:Pricing currency options in the mixed fractional Brownian motion
1 个回复 - 945 次查看【作者(必填)】 L.SUn 【文题(必填)】 Pricing currency options in the mixed fractional Brownian motion【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/ ...2013-7-2 20:43 - qijiongli - 求助成功区

On hedging European options in geometric fractional Brownian motion market model
3 个回复 - 1038 次查看【作者】 E. Azmoodeh, Yu. Mishura, and E. Valkeila 【文题】 On hedging European options in geometric fractional Brownian motion market model 【年份】Statist. Decisions, 27(2): 129-143, 2009.2012-8-23 08:36 - 无诺 - 求助成功区

The fractionalmixedfractionalBrownianmotion
1 个回复 - 891 次查看【作者(必填)】Charles El-Nouty 【文题(必填)】 The fractionalmixedfractionalBrownianmotion[/backcolor] 【年份(必填)】Volume 65, Issue 2, 1 November 2003, Pages 111–120 Statistics & Probability ...2012-9-23 08:20 - 无诺 - 求助成功区

Stochastic Calculus for Fractional Brownian motion and related process(2)
5 个回复 - 3956 次查看 降价了！！ [此贴子已经被作者于2008-10-28 14:21:25编辑过]2008-9-25 10:44 - xfoooym - 经济金融数学专区

STOCHASTIC CALCULUS FOR FRACTIONAL BROWNIAN MOTION
1 个回复 - 1769 次查看有关分数布朗运动随机积分非常棒的文章，希望对感兴趣的朋友有点帮助！2010-10-9 11:17 - ycp_2012 - 金融学（理论版）

Introduction to Fractional Brownian Motion in Finance
0 个回复 - 1392 次查看 Introduction to Fractional Brownian Motion in Finance2009-12-27 23:06 - zengyan1984 - 论文版

Fractional Brownian Motion
3 个回复 - 1841 次查看关于分数次布朗运动的一些书，最后一本关于是随机微分方程的，，2009-10-26 00:08 - charisn - 经济金融数学专区

[分享]Stochastic Calculus for Fractional Brownian Motion and Applications
3 个回复 - 2686 次查看 [此贴子已经被angelboy于2008-8-14 11:24:04编辑过]2008-8-4 17:12 - cquzzm - 计量经济学与统计软件

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