Zsolt Nika

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Trading fractional Brownian motion
SIAM Journal on Financial Mathematics
2019-11-22Paper
Log-optimal portfolios with memory effect
Applied Mathematical Finance
2019-05-15Paper
Strong approximation of Black-Scholes theory based on simple random walks
Studia Scientiarum Mathematicarum Hungarica
2017-03-31Paper


Research outcomes over time


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