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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/74159
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dc.contributor.authorMisiran, Masnitaen
dc.contributor.authorZudi, L. U.en
dc.contributor.authorTeo, Kok Layen
dc.contributor.authorGrace, A. W.en
dc.date.issued2012en
dc.identifier.citationDynamic Systems and Applications, 2012; 21(1):49-66en
dc.identifier.issn1056-2176en
dc.identifier.urihttp://hdl.handle.net/2440/74159-
dc.description.urihttp://www.scopus.com/record/display.url?eid=2-s2.0-84861914067&origin=resultslist&sort=plf-f&src=s&st1=misiran&sid=gB9LVlGVZxV8mRRXQW3J-2Q%3a220&sot=b&sdt=b&sl=27&s=TITLE-ABS-KEY-AUTH%28misiran%29&relpos=0&relpos=0&searchTerm=TITLE-ABS-KEY-AUTH(misiran)en
dc.language.isoenen
dc.publisherDynamic Publishersen
dc.rights© Dynamic Publishers, Inc.en
dc.titleEstimating dynamic geometric fractional brownian motion and its application to long-memory option pricingen
dc.typeJournal articleen
dc.contributor.schoolSchool of Mathematical Sciencesen
Appears in Collections:Mathematical Sciences publications

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