Stefanovits, David
- Affine representations of fractional processes with applications in\n mathematical finance
2015/10/14 by Philipp Harms, Harms, Philipp, David Stefanovits +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60G15 #60G22 (Primary) #60J25 #91G30 (Secondary) #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Fractional Differential Equations Solutions #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Stochastic processes and financial applications