Arbitrage in fractional Brownian motion models.
Patrick CheriditoPublished in: Finance Stochastics (2003)
Keyphrases
- motion model
- optical flow
- motion field
- motion estimation
- motion segmentation
- image sequences
- particle filter
- motion analysis
- motion parameters
- stock price
- long image sequences
- optical flow estimation
- multibody
- brownian motion
- random fields
- image motion
- multiple motion models
- feature tracking
- financial markets
- state space