Open AccessModeling Returns of Stock Indexes through Fractional Brownian Motion Combined with Jump Processes and Modulated by Markov Chains
Author(s) -
Martha Carpinteyro,
Francisco Venegas Martínez,
Miguel Ángel MartínezGarcía
Publication year - 2019
Publication title -
estocástica finanzas y riesgo (en línea)/estocástica finanzas y riesgo
Language(s) - English
Resource type - Journals
eISSN - 2007-5383
pISSN - 2007-5375
DOI - 10.24275/uam/azc/dcsh/efr/2019v9n2/carpinteyro
Subject(s) - humanities , economics , welfare economics , philosophy