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Fractional Brownian Motion Modelling in Finance(12papers).zip
本附件包括：- 12 fractional_Brownian_motion based on Wavelets.pdf
- 1 Fractional Brownian Motion and applications to fnancial Modelling.pdf
- 2 Parameter estimation of geometrically sampled fractionalBrownian traffic.pdf
- 3 Arbitrage in fractional Brownian motion.pdf
- 4 Inherent_Exclusion_of_Arbitrage FBM.pdf
- 5 Fractional Brownian motion stochastic calculus.pdf
- 6 Option_Pricing_in_a_Fractional_Brownian_Motion.pdf
- 7 A_random_walk_approximation_to_fractional_Brownian_motion.pdf
- 8 FRACTIONAL BROWNIAN MOTION theory and application.pdf
- 9 FBM in Finance.pdf
- 10 Stochastic Differential Equations Driven by FBM and SBM.pdf
- 11 Fractional Brownian motion Simulation Code and Method.pdf
- 2.01 MB
- 2014-8-31
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