Parameter Estimation in Fractional Diffusion Models
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial market...
| Main Authors: | , , |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
|
| Series: | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,
8 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
