Fractional Processes as Models in Stochastic Finance (Q5198556): Difference between revisions
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Latest revision as of 23:40, 19 April 2024
scientific article; zbMATH DE number 5936944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Processes as Models in Stochastic Finance |
scientific article; zbMATH DE number 5936944 |
Statements
Fractional Processes as Models in Stochastic Finance (English)
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8 August 2011
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Fractional Brownian motion
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Arbitrage
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Hedge in fractional models
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Approximation Fractional Brownian motion
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Approximation of geometric fractional Brownian motion
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