股指的分形布朗运动模型和Hurst指数与转移概率 Fractal Brownian Motion Model and Its Hurst Exponent and Transition Probability

Author: 傅勐哲   梁世东  

Publisher: 汉斯出版社

ISSN: 2160-7575

Source: Applied Physics, Vol.01, Iss.03, 2011-10, pp. : 97-101

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Abstract