Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics (Q3426320): Difference between revisions

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+A note on Wick products and the fractional Black-Scholes model
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+Arbitrage with Fractional Brownian Motion
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+A General Fractional White Noise Theory And Applications To Finance
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+On arbitrage and replication in the fractional Black–Scholes pricing model
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+The absence of arbitrage in a model with fractal Brownian motion
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+LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA
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+Integration with respect to fractal functions and stochastic calculus. I
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+Integration with respect to Fractal Functions and Stochastic Calculus II
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+The generalized covariation process and Itô formula
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+On fractional Brownian processes
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+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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