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Parameter Estimation in Fractional Diffusion Models - Bocconi & Springer Series Kestutis Kubilius Softcover reprint of the original 1st ed. 2017 edition
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Parameter Estimation in Fractional Diffusion Models - Bocconi & Springer Series
Kestutis Kubilius
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion.
390 pages, 2 Tables, color; 2 Illustrations, color; 15 Illustrations, black and white; XIX, 390 p. 1
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 6 de junio de 2019 |
| ISBN13 | 9783319890319 |
| Editores | Springer International Publishing AG |
| Páginas | 390 |
| Dimensiones | 150 × 220 × 10 mm · 576 g |
| Lengua | Alemán |
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