Adelaide Research & Scholarship
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https://hdl.handle.net/2440/74159
| Type: | Journal article |
| Title: | Estimating dynamic geometric fractional brownian motion and its application to long-memory option pricing |
| Author: | Misiran, Masnita Zudi, L. U. Teo, Kok Lay Grace, A. W. |
| Citation: | Dynamic Systems and Applications, 2012; 21(1):49-66 |
| Publisher: | Dynamic Publishers |
| Issue Date: | 2012 |
| ISSN: | 1056-2176 |
| School/Discipline: | School of Mathematical Sciences |
| Rights: | © Dynamic Publishers, Inc. |
| Description (link): | http://www.scopus.com/record/display.url?eid=2-s2.0-84861914067&origin=resultslist&sort=plf-f&src=s&st1=misiran&sid=gB9LVlGVZxV8mRRXQW3J-2Q%3a220&sot=b&sdt=b&sl=27&s=TITLE-ABS-KEY-AUTH%28misiran%29&relpos=0&relpos=0&searchTerm=TITLE-ABS-KEY-AUTH(misiran) |
| Appears in Collections: | Mathematical Sciences publications |
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