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Parameter Estimation in Fractional Diffusion Models Kubilius 1st ed. 2017 edition
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Parameter Estimation in Fractional Diffusion Models
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
| Médium | Knihy Book |
| Vydané | 01. februára 2018 |
| ISBN13 | 9783319710297 |
| Vydavatelia | Springer International Publishing AG |
| Strany | 390 |
| Rozmery | 150 × 220 × 20 mm · 752 g |
| Jazyk | Nemčina |
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