BROWNIAN SEMISTATIONARY PROCESSES AND CONDITIONAL FULL SUPPORT (Q5198957)

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scientific article; zbMATH DE number 5937831
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English
BROWNIAN SEMISTATIONARY PROCESSES AND CONDITIONAL FULL SUPPORT
scientific article; zbMATH DE number 5937831

    Statements

    title
    BROWNIAN SEMISTATIONARY PROCESSES AND CONDITIONAL FULL SUPPORT (English)
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    author
    Mikko S. Pakkanen
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    publication date
    10 August 2011
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    Mathematics Subject Classification ID
    60J70
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    60G48
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    91G80
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    zbMATH DE Number
    5937831
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    zbMATH Keywords
    Brownian semistationary process
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    conditional full support
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    non-semimartingale
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    transaction costs
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    arXiv ID
    1002.4774
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