Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals (Q3645196)
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scientific article; zbMATH DE number 5633776
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals |
scientific article; zbMATH DE number 5633776 |
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Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals (English)
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16 November 2009
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fractional Brownian motion
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option pricing
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arbitrage pricing
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stochastic differential equations
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0.90714526
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0.9053694
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0.90536934
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0.8972869
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0.8905626
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