"Stochastic volatility models with volatility driven by fractional Brownian ..."

Tyrone E. Duncan, Jacek Jakubowski, Bozenna Pasik-Duncan (2015)

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DOI: 10.4310/CIS.2015.V15.N1.A4

access: closed

type: Journal Article

metadata version: 2020-09-16

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Tyrone E. Duncan, Jacek Jakubowski, Bozenna Pasik-Duncan:
Stochastic volatility models with volatility driven by fractional Brownian motions. Commun. Inf. Syst. 15(1): 47-55 (2015)

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