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
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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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