Estimation of the Relation Between the Maximum Loss of Fractional Brownian Motion and Its Duration Using SMARS Method

2016-06-10
Vardar Acar, Ceren
Kartal Koç, Elçin
Citation Formats
C. Vardar Acar and E. Kartal Koç, “Estimation of the Relation Between the Maximum Loss of Fractional Brownian Motion and Its Duration Using SMARS Method,” 2016, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/87059.