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Parameter Estimation in Fractional Diffusion Models 1st ed. 2017 edition
Kubilius
Parameter Estimation in Fractional Diffusion Models 1st ed. 2017 edition
Kubilius
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion.
390 pages, 2 Tables, color; 2 Illustrations, color; 15 Illustrations, black and white; XIX, 390 p. 1
| Mídia | Livros Book |
| Lançado | 1 de fevereiro de 2018 |
| ISBN13 | 9783319710297 |
| Editoras | Springer International Publishing AG |
| Páginas | 390 |
| Dimensões | 150 × 220 × 20 mm · 752 g |
| Idioma | German |
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