Fractional Brownian motion in financial engineering models

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Bibliographic Details
Date:	2023
Main Authors:	V. S. Yanishevskyi, L. S. Nodzhak
Format:	Article
Language:	English
Published:	2023
Series:	Mathematical Modeling and Computing
Online Access:	http://jnas.nbuv.gov.ua/article/UJRN-0001446007
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Journal Title:	Library portal of National Academy of Sciences of Ukraine \| LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS

id	open-sciencenbuvgovua-110493
record_format	dspace
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
institution	Library portal of National Academy of Sciences of Ukraine \| LibNAS
collection	Open-Science
language	English
series	Mathematical Modeling and Computing
spellingShingle	Mathematical Modeling and Computing V. S. Yanishevskyi L. S. Nodzhak Fractional Brownian motion in financial engineering models
format	Article
author	V. S. Yanishevskyi L. S. Nodzhak
author_facet	V. S. Yanishevskyi L. S. Nodzhak
author_sort	V. S. Yanishevskyi
title	Fractional Brownian motion in financial engineering models
title_short	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_sort	fractional brownian motion in financial engineering models
publishDate	2023
url	http://jnas.nbuv.gov.ua/article/UJRN-0001446007
work_keys_str_mv	AT vsyanishevskyi fractionalbrownianmotioninfinancialengineeringmodels AT lsnodzhak fractionalbrownianmotioninfinancialengineeringmodels
first_indexed	2025-07-22T18:19:29Z
last_indexed	2025-07-22T18:19:29Z
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