Dynamical pricing of weather derivatives (Q4646781): Difference between revisions

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+Q4865042
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+Arbitrage Theory in Continuous Time
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+Itô's formula with respect to fractional Brownian motion and its application
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+Pricing weather derivatives by marginal value
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+On the prediction of fractional Brownian motion
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+Stochastic analysis of fractional brownian motions
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Arbitrage with Fractional Brownian Motion
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