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

Date

2016-06-10

Author

Vardar Acar, Ceren

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https://hdl.handle.net/11511/87059

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Citation Formats

C. Vardar Acar, “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.