Misiran, Masnita and Lu, Zudi and Kok Lay, Teo and Aw, Grace (2012) Estimating Dynamic Geometric Fractional Brownian Motion and Its Application to Long-Memory Option Pricing. Dynamic Systems and Applications, 21. pp. 49-66. ISSN 1056-2176

Misiran, Masnita and Wu, Changzi and Lu, Zudi and Teo, K. L. (2010) Optimal filtering of linear system driven by fractional brownian motion. Dynamic Systems an Applications, 19 (2010). pp. 495-514. ISSN 1056-2176