Results 161 to 170 of about 243,967 (218)

Fractional Brownian Motion in Finance

, 2012
Mestrado em Matemática ...
openaire   +1 more source

Time delay effects on collective resonant behaviors in two coupled fractional oscillators with mass fluctuations. [PDF]

Sci Rep
Lin L, Wang H.
europepmc   +1 more source

Multifractality approach of a generalized Shannon index in financial time series. [PDF]

PLoS One
Abril-Bermúdez FS, Trinidad-Segovia JE, Sánchez-Granero MA, Quimbay-Herrera CJ.   +3 more
europepmc   +1 more source

Open access notice for the paper 'Anomalous diffusion and multi fractional Brownian motion: simulating molecular crowding and physical obstacles in systems biology'. [PDF]

IET Syst Biol, 2015
europepmc   +1 more source

Pricing of geometric Asian options in the Volterra-Heston model. [PDF]

Rev Deriv Res (Dordr)
Aichinger F, Desmettre S.
europepmc   +1 more source

Real-space diffusion theory from quantum mechanics using analytic continuation. [PDF]

Heliyon
Sigalotti LDG, Rendón O, Luévano JR.
europepmc   +1 more source

Reliable numerical scheme for coupled nonlinear Schrödinger equation under the influence of the multiplicative time noise. [PDF]

Sci Rep
Baber MZ, Ahmed N, Yasin MW, Iqbal MS, Akgül A, Hassani MK, Jawaz M.   +6 more
europepmc   +1 more source

Probing the out-of-equilibrium dynamics of driven colloids by X-ray photon correlation spectroscopy. [PDF]

J Appl Crystallogr
Narayanan T, Chèvremont W, Zinn T.
europepmc   +1 more source

Engineering tunable fractional Shapiro steps in colloidal transport. [PDF]

Nat Commun
Stikuts AP, Mishra S, Ryabov A, Maass P, Tierno P.   +4 more
europepmc   +1 more source