Work

Sub mixed fractional Brownian motion and its application to finance

Year: 2024

Type: article

Source: Chaos Solitons & Fractals

DOI: 10.1016/j.chaos.2024.114968

Authors: Pengcheng Ma, Alireza Najafi, J.F. Gomez-Aguilar

Institutions: Beijing Institute of Technology, University of Guilan, Universidad Autónoma del Estado de Morelos

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4396880921

FWCI: 5.06

Cites: 29

Cited by: 18

Related to: 10