Fractional geometric mean-reversion processes
نویسندگان
چکیده
منابع مشابه
Fractional Integration and Mean Reversion in Stock Prices
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2011
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2011.03.016