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ArticleApproximation of Some Gaussian Processes

Philippe Carmona2000

Article2000

Approximation of Some Gaussian Processes

Philippe Carmona · Laure Coutin · G. Montseny

36 citations·0/0 files stored·Statistical Inference for Stochastic Processes

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Stochastic processes and financial applications Probability and Statistical Research Fractional Differential Equations Solutions

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2005Stochastic Integration and Differential Equations 1979Calcul Stochastique et Problèmes de Martingales 1999Stochastic Analysis of the Fractional Brownian Motion 2003Approximating some Volterra type stochastic integrals with applications to parameter estimation

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2020Portfolio Optimization in Fractional and Rough Heston Models

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Year2000

Typearticle

Published2000-01-01

VenueStatistical Inference for Stochastic Processes

ISSN-L1387-0874

Languageen

Citations36

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1023/a:1009999518898

openalex_workW1484437014

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