Ichiba, T., Pang, G., & Taqqu, M. S. (2020). Semimartingale properties of a generalized fractional Brownian motion and its mixtures with applications in asset pricing.
Chicago Style (17th ed.) CitationIchiba, Tomoyuki, Guodong Pang, and Murad S. Taqqu. Semimartingale Properties of a Generalized Fractional Brownian Motion and Its Mixtures with Applications in Asset Pricing. 2020.
MLA (9th ed.) CitationIchiba, Tomoyuki, et al. Semimartingale Properties of a Generalized Fractional Brownian Motion and Its Mixtures with Applications in Asset Pricing. 2020.
Warning: These citations may not always be 100% accurate.