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fractional Brownian motion dataset and benchmarks · SOTA2 Research

Research Datasets

fractional Brownian motion

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Hypothesis Testing

3-dimensional fractional Brownian motion (fBM)

1Test Power

56

American option pricing

fractional Brownian motion 25 Hurst exponents, 500 samples (test)

0.52MSE

4

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Hypothesis Testing American option pricing

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