Pages that link to "Item:Q467887"
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The following pages link to An approximate approach to fractional stochastic integration and its applications (Q467887):
Displaying 5 items.
- Fractional geometric mean-reversion processes (Q534760) (← links)
- Fractional stochastic differential equations with applications to finance (Q713467) (← links)
- Shadow price approximation for the fractional Black Scholes model (Q2693249) (← links)
- On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions (Q5055127) (← links)
- Stochastic differential equations for orthogonal eigenvectors of (G,ε)-Wishart process related to multivariate G-fractional Brownian motion (Q6194618) (← links)
