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"Multi-Fractional Brownian Motion: Estimating the Hurst Exponent via ..."

Luca Di Persio, Gianni Turatta (2022)

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DOI: 10.3390/SYM14081657

access: open

type: Journal Article

metadata version: 2022-09-26

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  dblp key:
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Luca Di Persio, Gianni Turatta:
Multi-Fractional Brownian Motion: Estimating the Hurst Exponent via Variational Smoothing with Applications in Finance. Symmetry 14(8): 1657 (2022)

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