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Stochastic volatility modeling via mixed fractional Brownian motion.

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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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  Data: <searchLink fieldCode="JN" term="%22Random+Operators+%26+Stochastic+Equations%22">Random Operators & Stochastic Equations</searchLink>. Mar2025, Vol. 33 Issue 1, p67-74. 8p.
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      – Type: doi
        Value: 10.1515/rose-2025-2001
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      – Code: eng
        Text: English
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        PageCount: 8
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      – TitleFull: Stochastic volatility modeling via mixed fractional Brownian motion.
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              Text: Mar2025
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              Y: 2025
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