Pathwise integrals and Itô-Tanaka formula for Gaussian processes (Q300290): Difference between revisions

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+On arbitrage and replication in the fractional Black–Scholes pricing model
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+On hedging European options in geometric fractional Brownian motion market model
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+Rate of convergence for discretization of integrals with respect to fractional Brownian motion
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+Pricing by hedging and no-arbitrage beyond semimartingales
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+Tanaka formula for the fractional Brownian motion.
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+Differential equations driven by fractional Brownian motion
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+Introduction to stochastic calculus for finance. A new didactic approach.
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+An inequality of the Hölder type, connected with Stieltjes integration
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+Integration with respect to fractal functions and stochastic calculus. I
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+Publication:300290