Farzad Sabzikar
- Tempered fractional Brownian motion
2013/06/22 by Mark M. Meerschaert, Farzad Sabzikar · 3 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Stochastic processes and financial applications
- How does tempering affect the local and global properties of fractional\n Brownian motion?
2020/05/23 by Ehsan Azmoodeh, Yuliya Mishura, Azmoodeh, Ehsan +3 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications