Fractional Ornstein-Uhlenbeck processes driven by stable Lévy motion in finance

International Research Journal of Finance and Economics

Volumn 42, Issue , 2010, Pages 129-138

  Önalan, Ömer ^a  

^a MARMARA UNIVERSITY   (Turkey)

Author keywords

stable distribution; Financial returns; Fractional brownian motion; Hurst parameter; Ornstein uhlenbeck processes

Indexed keywords

EID: 77955723551     PISSN: 14502887     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (13)

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