Estimating dynamic geometric fractional brownian motion and its application to long-memory option pricing
Date
2012
Authors
Misiran, Masnita
Zudi, L. U.
Teo, Kok Lay
Grace, A. W.
Editors
Advisors
Journal Title
Journal ISSN
Volume Title
Type:
Journal article
Citation
Dynamic Systems and Applications, 2012; 21(1):49-66
Statement of Responsibility
Conference Name
Abstract
School/Discipline
School of Mathematical Sciences
Dissertation Note
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Description
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© Dynamic Publishers, Inc.