Fractional Brownian motion time-changed by gamma and inverse gamma process
Work
Year: 2016
Type: article
Institutions Indian Statistical Institute, Wrocław University of Science and Technology, AGH University of Krakow, Indian Institute of Technology Madras
Cites: 83
Cited by: 31
Related to: 10
FWCI: 7.266
Citation percentile (by year/subfield): 97.57
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green
Funder Narodowe Centrum Nauki
Grant ID 2012/06/A/ST1/00258