المؤلفون: Ezzedine Mliki

المصدر: Fractal and Fractional; Volume 7; Issue 8; Pages: 591

مصطلحات موضوعية: fractional Brownian motion, generalized mixed fractional Brownian motion, long-range dependence, tempered stable subordinator, gamma process

وصف الملف: application/pdf

Relation: Probability and Statistics; https://dx.doi.org/10.3390/fractalfract7080591

الاتاحة: https://doi.org/10.3390/fractalfract7080591

المؤلفون: Ying Zhang, Bowen Yan, Guanghua Lian, Wenting Chen

المساهمون: Chen, Wenting, Yan, Bowen, Lian, Guanghua, Zhang, Ying

المصدر: Physica A: Statistical Mechanics and its Applications. 451:180-189

مصطلحات موضوعية: Statistics and Probability, Mathematical optimization, Partial differential equation, Fractional Brownian motion, Numerical analysis, generalized mixed fractional Brownian motion, Upwind scheme, linear complementarity problem, Condensed Matter Physics, 01 natural sciences, Linear complementarity problem, Stability (probability), 010305 fluids & plasmas, 010101 applied mathematics, upwind scheme, 0103 physical sciences, Applied mathematics, 0101 mathematics, Coefficient matrix, American options, Mathematics, Numerical stability

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::090cdcfd3116fe3c6db0390816d0be68
https://doi.org/10.1016/j.physa.2015.12.154

المؤلفون: önalan, ömer

المصدر: International Journal of Applied Mathematical Research; Vol 6, No 3 (2017); 85-92 ; 2227-4324 ; 10.14419/ijamr.v6i3

مصطلحات موضوعية: Arithmetic Average Asian Option Pricing, Generalized Mixed Fractional Brownian motion, Inverse Gamma Subordination, Time-Chanced Processes, eco, stat

Relation: https://www.sciencepubco.com/index.php/ijamr/article/view/7688

الاتاحة: https://www.sciencepubco.com/index.php/ijamr/article/view/7688

المؤلفون: önalan, ömer

المصدر: International Journal of Applied Mathematical Research; Vol. 6 No. 3 (2017); 85-92 ; 2227-4324 ; 10.14419/ijamr.v6i3

مصطلحات موضوعية: Arithmetic Average Asian Option Pricing, Generalized Mixed Fractional Brownian motion, Inverse Gamma Subordination, Time-Chanced Processes

وصف الملف: application/pdf

Relation: http://www.sciencepubco.com/index.php/ijamr/article/view/7688/2750; http://www.sciencepubco.com/index.php/ijamr/article/view/7688

الاتاحة: http://www.sciencepubco.com/index.php/ijamr/article/view/7688
https://doi.org/10.14419/ijamr.v6i3.7688