Fractional Brownian motion in financial engineering models
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| Datum: | 2023 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
2023
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| Schriftenreihe: | Mathematical Modeling and Computing |
| Online Zugang: | http://jnas.nbuv.gov.ua/article/UJRN-0001446007 |
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| Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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Library portal of National Academy of Sciences of Ukraine | LibNAS| _version_ | 1859608315805302784 |
|---|---|
| author | V. S. Yanishevskyi L. S. Nodzhak |
| author_facet | V. S. Yanishevskyi L. S. Nodzhak |
| author_sort | V. S. Yanishevskyi |
| collection | Open-Science |
| first_indexed | 2025-07-22T18:19:29Z |
| format | Article |
| id | open-sciencenbuvgovua-110493 |
| institution | Library portal of National Academy of Sciences of Ukraine | LibNAS |
| language | English |
| last_indexed | 2025-07-22T18:19:29Z |
| publishDate | 2023 |
| record_format | dspace |
| series | Mathematical Modeling and Computing |
| spelling | open-sciencenbuvgovua-1104932024-09-16T15:20:18Z Fractional Brownian motion in financial engineering models V. S. Yanishevskyi L. S. Nodzhak 2312-9794 2023 en Mathematical Modeling and Computing http://jnas.nbuv.gov.ua/article/UJRN-0001446007 Article |
| spellingShingle | Mathematical Modeling and Computing V. S. Yanishevskyi L. S. Nodzhak Fractional Brownian motion in financial engineering models |
| title | Fractional Brownian motion in financial engineering models |
| title_full | Fractional Brownian motion in financial engineering models |
| title_fullStr | Fractional Brownian motion in financial engineering models |
| title_full_unstemmed | Fractional Brownian motion in financial engineering models |
| title_short | Fractional Brownian motion in financial engineering models |
| title_sort | fractional brownian motion in financial engineering models |
| url | http://jnas.nbuv.gov.ua/article/UJRN-0001446007 |
| work_keys_str_mv | AT vsyanishevskyi fractionalbrownianmotioninfinancialengineeringmodels AT lsnodzhak fractionalbrownianmotioninfinancialengineeringmodels |