In this article, we focus on the prediction for bond price, arbitrage and Markovian short rates in the bond markets based on mixed fractional Brownian motion.
研究了基于混合分数布朗运动的债券市场上的价格预测、马尔科夫短期利率和套利问题。
This paper discusses the upper bound of maximal inequalities for the mixed fractional Brownian motion which is similar with the classic B - D - G inequalities.
在这篇文章中，我们得到了关于混合分数布朗运动的B- D-G型的极大不等式上界。
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