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Simulation and estimation involving fractional Brownian motion.

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scripts		scripts
src		src
test		test
.codecov.yml		.codecov.yml
.gitignore		.gitignore
.travis.yml		.travis.yml
LICENSE.md		LICENSE.md
Project.toml		Project.toml
README.md		README.md
REQUIRE		REQUIRE
appveyor.yml		appveyor.yml

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FracFin

A Julia library for fractional financial mathematics.

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master: main branch
old_model: original model with a lot of unnecessary complications

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Simulation and estimation involving fractional Brownian motion.

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