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"Multiscale estimation of processes related to the fractional Black-Scholes ..."

Ricardo Fernández Pascual, María Dolores Ruiz-Medina, José Miguel Angulo (2003)

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DOI: 10.1007/BF03354606

access: closed

type: Journal Article

metadata version: 2020-09-05

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Ricardo Fernández Pascual, María Dolores Ruiz-Medina, José Miguel Angulo:
Multiscale estimation of processes related to the fractional Black-Scholes equation. Comput. Stat. 18(3): 401-415 (2003)

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