Parameter Estimation in Fractional Diffusion Models - Bocconi & Springer Series - Kestutis Kubilius - Books - Springer International Publishing AG - 9783319890319 - June 6, 2019
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Kestutis Kubilius
Parameter Estimation in Fractional Diffusion Models - Bocconi & Springer Series Softcover reprint of the original 1st ed. 2017 edition

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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.

390 pages, 2 Tables, color; 2 Illustrations, color; 15 Illustrations, black and white; XIX, 390 p. 1

Media Books     Paperback Book   (Book with soft cover and glued back)
Released June 6, 2019
ISBN13 9783319890319
Publishers Springer International Publishing AG
Pages 390
Dimensions 150 × 220 × 10 mm   ·   576 g
Language German  

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