Some empirical studies for the applications of fractional $ G $-Brownian motion in finance
Since the fractional $ G $-Brownian motion (fGBm) generalizes the concepts of the standard Brownian motion, fractional Brownian motion, and $ G $-Brownian motion, while it can exhibit long-range dependence or antipersistence and feature the volatility uncertainty simultaneously, it can be a better a...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2025-01-01
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| Series: | Quantitative Finance and Economics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/QFE.2025001 |
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