Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (Q3633141): Difference between revisions

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+W2137029871
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+math/0703085
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+Wavelet-based synthesis of the Rosenblatt process
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+A note on Wick products and the fractional Black-Scholes model
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+NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
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+OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION
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+Binary market models with memory
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+The Malliavin Calculus and Related Topics
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+Wavelet-type expansion of the Rosenblatt process
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+Arbitrage with Fractional Brownian Motion
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