نتایج جستجو برای: probability density

تعداد نتایج: 608426  

Journal: :Risks 2022

Instantaneous volatility of logarithmic return in the lognormal fractional SABR model is driven by exponentiation a correlated Brownian motion. Due to mixed nature driving and motions, probability density for such less studied literature. We show this paper bridge representation joint Fourier space. Evaluating along properly chosen deterministic path yields small time asymptotic expansion leadi...

Journal: :International Journal of Quantum Information 2005

Journal: :Journal of The Faculty of Science and Technology 2021

Journal: :Polythematic Online Scientific Journal of Kuban State Agrarian University 2017

Journal: :Coastal Engineering Proceedings 1988

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