Evaluation of integrals with fractional Brownian motion for different Hurst indices

Fei Gao, Shuaiqiang Liu, Cornelis W. Oosterlee*, Nico M. Temme

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Fingerprint

Dive into the research topics of 'Evaluation of integrals with fractional Brownian motion for different Hurst indices'. Together they form a unique fingerprint.

Keyphrases

Mathematics