Sökning: "Haidar Al-Talibi"

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  1. 1. On the Relevance of Fractional Gaussian Processes for Analysing Financial Markets

    Magister-uppsats, Matematiska och systemtekniska institutionen

    Författare :Haidar Al-Talibi; [2007]
    Nyckelord :Fractional Brownian motion; Fractional Gaussian noise; semmimartingale; volatility.;

    Sammanfattning : In recent years, the field of Fractional Brownian motion, Fractional Gaussian noise and long-range dependent processes has gained growing interest. Fractional Brownian motion is of great interest for example in telecommunications, hydrology and the generation of artificial landscapes. LÄS MER