作者:Carl J. Nuzman and H. Vincent Poor
题目:Linear estimation of self-similar processes via Lamperti's transformation
期刊: J. Appl. Probab.
卷宗:Volume 37, Number 2 (2000), 429-452.
[此贴子已经被作者于2008-1-10 21:34:50编辑过]
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谢谢 已经应助英文文章一篇,谢谢 |

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As we all know, fBm cannot be used in finance, because it produces arbitrage.Therefore, fBm in finance is forb
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