The following pages link to (Q3336450):
Displayed 4 items.
- Optimal portfolio in partially observed stochastic volatility models. (Q1872462) (← links)
- On bifractional Brownian motion (Q2495385) (← links)
- Gaussian moving averages, semimartingales and option pricing. (Q2574617) (← links)
- On the Sum of Gaussian Martingale and an Independent Fractional Brownian Motion (Q6112454) (← links)