Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility (Q4821629): Difference between revisions

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scientific article; zbMATH DE number 2108991
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Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility
scientific article; zbMATH DE number 2108991

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    Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility (English)
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    21 October 2004
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    fractional Brownian financial market
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    Wick integration
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