Search Results - Lu, Zudi

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    Optimal filtering of linear system driven by fractional brownian motion

    Optimal filtering of linear system driven by fractional brownian motion by Misiran, Masnita, Wu, Changzi, Lu, Zudi, Teo, K. L.

    Published 2010
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  2. 2
    Estimating Dynamic Geometric Fractional Brownian Motion and Its Application to Long-Memory Option Pricing

    Estimating Dynamic Geometric Fractional Brownian Motion and Its Application to Long-Memory Option Pricing by Misiran, Masnita, Lu, Zudi, Kok Lay, Teo, Aw, Grace

    Published 2012
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