Modelling H-Volatility with Fractional Brownian Bridge
| Title: | Modelling H-Volatility with Fractional Brownian Bridge |
|---|---|
| Authors: | Bianchi, SergioAff5; Frezza, MassimilianoAff5; Pianese, AugustoAff6; Palazzo, Anna MariaAff6 |
| Contributors: | Corazza, Marco, editorAff1; Perna, Cira, editorAff2; Pizzi, Claudio, editorAff3; Sibillo, Marilena, editorAff4 |
| Source: | Mathematical and Statistical Methods for Actuarial Sciences and Finance : MAF 2022. :96-102 |
| Database: | Springer Nature eBooks |