Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility (Q4821629)
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scientific article; zbMATH DE number 2108991
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| English | Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility |
scientific article; zbMATH DE number 2108991 |
Statements
Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility (English)
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21 October 2004
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fractional Brownian financial market
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Wick integration
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0.8697580695152283
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0.8681044578552246
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0.8615097403526306
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0.8602390885353088
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0.8550471067428589
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