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JUN YU [1]
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2024 [1]
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Quantitative Fin... [1]
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On the optimal forecast with the fractional Brownian motion
Journal article
Wang, Xiaohu, Yu, Jun, Zhang, Chen. On the optimal forecast with the fractional Brownian motion[J]. Quantitative Finance, 2024, 24(2), 337-346.
Authors:
Wang, Xiaohu
;
Yu, Jun
;
Zhang, Chen
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TC[WOS]:
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TC[Scopus]:
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IF:
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Submit date：2024/05/16
Conditional Expectation
Fractional Brownian Motion
Optimal Forecast
