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Parameter estimation for the Langevin equation with stationary-increment Gaussian noise Lähettänyt globaladmin Pe, 22.09.2017 - 12.08 Lue lisää Parameter estimation for the Langevin equation with stationary-increment Gaussian noise
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Hedging in fractional Black-Scholes model with transaction costs Lähettänyt globaladmin La, 26.08.2017 - 10.28 Lue lisää Hedging in fractional Black-Scholes model with transaction costs
Prediction Law of Fractional Brownian Motion Lähettänyt globaladmin La, 26.08.2017 - 10.21 Lue lisää Prediction Law of Fractional Brownian Motion