Pages that link to "Item:Q2574617"
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The following pages link to Gaussian moving averages, semimartingales and option pricing. (Q2574617):
Displayed 9 items.
- Lévy driven moving averages and semimartingales (Q841487) (← links)
- Polar functions of multiparameter bifractional Brownian sheets (Q844059) (← links)
- Self-intersection local times and collision local times of bifractional Brownian motions (Q1044279) (← links)
- Spectral representation of Gaussian semimartingales (Q1047164) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications (Q2458950) (← links)
- Sample path properties of bifractional Brownian motion (Q2469664) (← links)
- Representations of fractional Brownian motion using vibrating strings (Q2575814) (← links)
- DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION (Q3510241) (← links)