A General Fractional White Noise Theory And Applications To Finance (Q4409032): Difference between revisions

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Latest revision as of 17:07, 5 June 2024

scientific article; zbMATH DE number 1941967
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English
A General Fractional White Noise Theory And Applications To Finance
scientific article; zbMATH DE number 1941967

    Statements

    A General Fractional White Noise Theory And Applications To Finance (English)
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    25 August 2003
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    fractional Brownian motion
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    Girsanov's theorem
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    Clark-Ocone representation theorem
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    fractional Black-Scholes market
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    fractional Itô-isometry
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