OpenAlex | Fractional Wishart processes and <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml1" display="inline" overflow="scroll" altimg="si1.gif"><mml:mi>ε</mml:mi></mml:math>-fractional Wishart processes with applications

Fractional Wishart processes and ε-fractional Wishart processes with applications

Work

Year: 2018

Type: article

Source: Computers & Mathematics with Applications

Authors Yue Jia, Nan‐jing Huang

Institutions Sichuan University, Southwestern University of Finance and Economics

Cites: 47

Cited by: 13

Related to: 10

FWCI: 2.195

Citation percentile (by year/subfield): 83.16

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Sustainable Development Goal Decent work and economic growth

Open Access status: bronze

Funders National Natural Science Foundation of China, National Natural Science Foundation of China

Grant IDS 11671282, 11471230