Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility (Q4821629): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q590139 |
||
| Property / author | |||
| Property / author: Yuliya S. Mishura / rank | |||
Revision as of 13:28, 16 February 2024
scientific article; zbMATH DE number 2108991
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility |
scientific article; zbMATH DE number 2108991 |
Statements
Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility (English)
0 references
21 October 2004
0 references
fractional Brownian financial market
0 references
Wick integration
0 references
