On the approximation of geometric fractional Brownian motion

On the approximation of geometric fractional Brownian motion

datePublished

• 2008

identifier

• propertyID: FI-FENNI value: 885006
• propertyID: FI-MELINDA value: 000980106
• propertyID: skl value: fx885006

isbn

• 9789512290208

isPartOf

• Fennica
• Meidän koira

name

• On the approximation of geometric fractional Brownian motion

numberOfPages

• 17 s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Espoo organizer: Teknillinen korkeakoulu

publisher

• Teknillinen korkeakoulu