3 citations · 3 across the 5 of their papers we have counts for
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stat.ME2017
Hurst estimation of scale invariant processes with drift and stationary increments
N. Modarresi, S. Rezakhah
The characteristic feature of the discrete scale invariant (DSI) processes is the invariance of their finite dimensional distributions by dilation for certain scaling factor. DSI p…
q-fin.PR2017
Modeling credit default swap premiums with stochastic recovery rate
Zahra Sokoot, Navideh Modarresi, Farzaneh Niknejad
There are many studies on development of models for analyzing some derivatives such as credit default swaps .