Login / Signup
Lattice-based model for pricing contingent claims under mixed fractional Brownian motion.
Massimo Costabile
Ivar Massabò
Emilio Russo
Alessandro Staino
Published in:
Commun. Nonlinear Sci. Numer. Simul. (2023)
Keyphrases
</>
mathematical model
probabilistic model
fractional brownian motion
long term
multiresolution
semi supervised
maximum likelihood
short term
long range