John W. Van Ness
- Fractional Brownian Motions, Fractional Noises and Applications
1968/10/01 by Benoit B. Mandelbrot, Benoît B. Mandelbrot, John W. Van Ness · 164 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Stochastic processes and financial applications