Work

Fractional Brownian motion in finance

Year: 2008

Type: book-chapter

Source: Probability and its applications

DOI: 10.1007/978-1-84628-797-8_7

Author: Neves, Susana de Matos

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2299050396

FWCI: 9.219

Cites: 27

Cited by: 30

Related to: 10