1 Jan 2026Open access
Liouville Regularization and the Semimartingale Structure of Integrated Fractional Brownian MotionPublisher siteSSRN Electronic Journal, Financial Risk and Volatility Modeling
Active, last published 2026
In stochastic processes and financial applications
Eric
Djeutcha
Scholar“Research focused on Stochastic processes and financial applications and adjacent fields.”
University of Ngaoundéré
Cameroon
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01 · About the work
What I study
ric Djeutcha is a researcher working on Stochastic processes and financial applications. A fuller summary will appear once they update their profile.
02 · Reach
Publication output and reach
Eric's work has been cited 39 times across 2 active years. Bars show publications per year; the line shows cumulative citation totals across publications first appearing in each year.
03 · Research focus
Topics
Stochastic processes and financial applications×16Financial Risk and Volatility Modeling×13Complex Systems and Time Series Analysis×4Financial Markets and Investment Strategies×2Parallel Computing and Optimization Techniques×2
04 · Where I am
Affiliations
Affiliation on published researchUniversity of Ngaoundéré, CameroonDrawn from the institution listed on this researcher’s published work.
05 · Selected work
Recent publications
4 works8 Jul 2025
Mixed Modified Fractional Merton Model of the Bear Spread Basket Put Option using the Multidimensional Mellin TransformPublisher siteComputational Economics, Stochastic processes and financial applications
1 Jun 20252cites
Interest rate options in one-factor mixed modified fractional Vasicek modelPublisher siteInternational Journal of Financial Engineering, Stochastic processes and financial applications
27 May 2025
A Mixed Modified Fractional Stochastic Volatility Models with Application to DSX Market DataPublisher siteComputational Economics, Stochastic processes and financial applications
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