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Parameter identification in mixed Brownian-fractional Brownian motions using Powell's optimizat
  • ISSN号：0264-9993
  • 期刊名称：Economic Modelling
  • 时间：2014.6
  • 页码：314-319
  • 相关项目：长记忆模式下股本权证的定价与参数估计研究
作者： Zhang, Pu|Sun, Qi|Xiao, Wei-Lin|
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长记忆模式下股本权证的定价与参数估计研究
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