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On fractional volatility modelling
Mpanda, Marc Mukendi
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2022-08
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Author
Mpanda, Marc Mukendi (1)
Subject
332.0727 (1)
Finance -- Mathematical methods (1)
Finance -- Statistical methods (1)
Financial Market Model (1)
Fractional Brownian Motion (1)
Fractional Cox-Ingersoll-Ross process (1)
Fractional Volatility Process (1)
Heston model (1)
Hurst parameter (1)
Malliavin calculus (1)
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Date Issued
2022 (1)
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Yes (1)