Multiscale estimation of processes related to the...

Computational Statistics 2003 / 9 Vol. 18; Iss. 3

Multiscale estimation of processes related to the fractional Black-Scholes equation

Fernández-Pascual, R., Ruiz-Medina, M. D., Angulo, J. M.
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Volume:
18
Language:
english
Journal:
Computational Statistics
DOI:
10.1007/BF03354606
Date:
September, 2003
File:
PDF, 874 KB
english, 2003
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