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Stochastic volatility modeling via mixed fractional Brownian motion.

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Bibliographic Details
Title:	Stochastic volatility modeling via mixed fractional Brownian motion.
Authors:	Belhadj, Amel¹ (AUTHOR) amel.belhadj@univ-saida.dz, Kandouci, Abdeldjebbar² (AUTHOR) abdeldjebbar.kandouci@univ-saida.dz, Bouchentouf, Amina Angelika³ (AUTHOR) bouchentouf_amina@yahoo.fr
Source:	Random Operators & Stochastic Equations. Mar2025, Vol. 33 Issue 1, p67-74. 8p.
Database:	Mathematics Source
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Description
ISSN:	09266364
DOI:	10.1515/rose-2025-2001