Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity

Author： Bianchi S.   Pantanella A.   Pianese A.  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.13, Iss.8, 2013-08, pp. : 1317-1330

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