| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4618527 | Journal of Mathematical Analysis and Applications | 2011 | 7 Pages |
Abstract
We use a method developed in Carmona et al. (2003) [2] to study the fractional geometric mean-reversion processes. Our obtained results hold for any .
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
