Results 101 to 105 of about 515 (105)

Some properties of the sub-fractional Brownian motion

Stochastics, 2007
exaly  

On the Wiener integral with respect to a sub-fractional Brownian motion on an interval

Journal of Mathematical Analysis and Applications, 2009
exaly  

Pricing currency options in the mixed fractional Brownian motion

Physica A: Statistical Mechanics and Its Applications, 2013
exaly  

The pricing and numerical analysis of lookback options for mixed fractional Brownian motion

Chaos, Solitons and Fractals, 2019
exaly  

Riemann–Liouville fractional stochastic evolution equations driven by mixed sub-fractional Brownian motion

Random Operators and Stochastic Equations
exaly