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Parameter Estimation in Fractional Diffusion Models: 8 (Bocconi & Springer Series)

Parameter Estimation in Fractional Diffusion Models: 8 (Bocconi & Springer Series)

by Kestutis Kubilius (Author), Kostiantyn Ralchenko (Author), Yuliya Mishura (Author)

  • New

    Hardcover 2018

    $153.27
Synopsis

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.

$153.27

Quantity

20+ in stock

More Information

Format: Hardcover
 Pages: 412
 Edition: 1st ed. 2017
 Publisher: Springer
Published: 06 Feb 2018
ISBN 10: 331971029X
ISBN 13: 9783319710297