PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955): Difference between revisions

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+.09068
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+Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes
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+Generalized Hermite processes, discrete chaos and limit theorems
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+Stochastic Calculus for Fractional Brownian Motion and Applications
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+Fractional Processes as Models in Stochastic Finance
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+Probabilistic aspects of finance
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+Consistent price systems and face-lifting pricing under transaction costs
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+NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+Arbitrage with Fractional Brownian Motion
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+Forward, backward and symmetric stochastic integration
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+Stochastic Processes and Long Range Dependence
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