fractional process


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Noun1.fractional process - a process that uses heat to separate a substance into its components
fractionation
destructive distillation - heating a solid substance in a closed container and collecting the volatile products
fractional distillation - fractionation of a liquid by distillation
industrial process - a systematic series of mechanical or chemical operations that produce or manufacture something
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The jump fractional process is consistent with an efficient market where major information arrives infrequently and randomly.
The problem of pricing option when the underlying asset value is driven by a jump fractional process was solved by Xiao et al.
Pricing Asian power options under jump-fraction process/ Tasar las opciones energeticas de Asia por el metodo de fracciones discontinuas
This approach consists on testing if the estimated residuals from the linear cointegration relationship are I(1) against distributed as a fractional process.
Interdependence between exchange rates: evidence from multivariate fractional cointegration

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