Multiscale estimation of processes related to the fractional Black-Scholes equation

  1. Fernández-Pascual, R.
  2. Ruiz-Medina, M.D.
  3. Angulo, J.M.
Journal:
Computational Statistics

ISSN: 0943-4062

Year of publication: 2003

Volume: 18

Issue: 3

Pages: 401-415

Type: Article

DOI: 10.1007/BF03354606 GOOGLE SCHOLAR
Data source: Scopus