Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals (Q3645196)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals |
scientific article; zbMATH DE number 5633776
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals |
scientific article; zbMATH DE number 5633776 |
Statements
Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals (English)
0 references
16 November 2009
0 references
fractional Brownian motion
0 references
option pricing
0 references
arbitrage pricing
0 references
stochastic differential equations
0 references
0 references
0.90714526
0 references
0.9053694
0 references
0.90536934
0 references
0.8972869
0 references
0 references
0.8905626
0 references
