A General Fractional White Noise Theory And Applications To Finance (Q4409032)
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scientific article; zbMATH DE number 1941967
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A General Fractional White Noise Theory And Applications To Finance |
scientific article; zbMATH DE number 1941967 |
Statements
A General Fractional White Noise Theory And Applications To Finance (English)
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25 August 2003
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fractional Brownian motion
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Girsanov's theorem
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Clark-Ocone representation theorem
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fractional Black-Scholes market
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fractional Itô-isometry
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0.8657464981079102
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0.8444862365722656
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0.8296964764595032
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0.8276253342628479
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