Fractional Brownian motion in financial engineering models / Yanishevskyi V. S., Nodzhak L. S. (2023)
UkrainianEnglish

web address of the page http://jnas.nbuv.gov.ua/article/UJRN-0001446007
  Mathematical Modeling and Computing    А - 2020  /     Issue (2023, Vol. 10, Num. 2)

Yanishevskyi V. S., Nodzhak L. S.
Fractional Brownian motion in financial engineering models

Бібліографічний опис:
Yanishevskyi V. S., Nodzhak L. S. Fractional Brownian motion in financial engineering models. Mathematical modeling and computing. 2023. Vol. 10, Num. 2. С. 445-457. URL: http://jnas.nbuv.gov.ua/article/UJRN-0001446007

 

Institute of Information Technologies of VNLU

+38 (044) 525-36-24
libnas@nbuv.gov.ua
Ukraine, 03039, Kyiv, Holosiivskyi Ave, 3, room 209