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Semimartingale properties of a generalised fractional Brownian motion and its mixtures with applications in asset pricing

Published Online: 2025-04-07

Published Print: 2025-07

Authors

Ichiba, Tomoyuki

Pang, Guodong

Taqqu, Murad S.
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Text and Data Mining valid from 2025-04-07

Version of Record valid from 2025-04-07
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Article History

Received: 22 August 2021

Accepted: 8 August 2024

First Online: 7 April 2025

Declarations

:

: The authors declare no competing interests.

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