vix.ing · top · new · best · stats · spec

Yan, Litan

  1. Derivative for the intersection local time of fractional Brownian Motions
    2014/03/17 by Litan Yan, Yan, Litan · 2 citations
    Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Stochastic processes and financial applications #math.PR