<--- Back to Details
First PageDocument Content
Brownian motion / Stochastic volatility / Black–Scholes / Wiener process / Gaussian process / Semimartingale / Volatility / Detrended fluctuation analysis / Statistics / Stochastic processes / Fractional Brownian motion
Date: 2009-08-18 06:39:36
Brownian motion
Stochastic volatility
Black–Scholes
Wiener process
Gaussian process
Semimartingale
Volatility
Detrended fluctuation analysis
Statistics
Stochastic processes
Fractional Brownian motion

Add to Reading List

Source URL: economicsnetwork.ac.uk

Download Document from Source Website

File Size: 803,75 KB

Share Document on Facebook

Similar Documents

Time series analysis / Probability theory / Statistics / Mathematical analysis / Stochastic processes / Teletraffic / Signal processing / Covariance and correlation / Fractional Brownian motion / Long-range dependence / Autocorrelation / Self-similar process

C:My DocumentsResearchSeminarsEBP02EBP02fig10.ps

DocID: 1qYRd - View Document

Mathematical finance / Statistics / Applied mathematics / Probability / Volatility / Stochastic volatility / Implied volatility / Realized variance / Fractional Brownian motion / Normal distribution

Volatility modelling: decoupling the short- and long-term behavior of stochastic volatility Mikkel Bennedsen∗, Asger Lunde†, Mikko S. Pakkanen‡ January 10, 2016 Abstract

DocID: 1pXAK - View Document

Stochastic processes / Abstract algebra / Order theory / Data analysis / Topological data analysis / Fractional Brownian motion / Embedding

Tom LaGatta Publications & Projects Math/Statistical Modeling Publications (3)

DocID: 1pgDb - View Document

Homogenization driven by a fractional Brownian motion: the shear layer case Tomasz Komorowski∗ Alexei Novikov†

DocID: 1lRKP - View Document

Statistical Inference Associated with the Fractional Brownian Motion and Related Processes Katsuto Tanaka Gakushuin University, Tokyo, Japan Abstract

DocID: 1jezn - View Document