scientific article
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Publication:2825434
zbMath1381.60001MaRDI QIDQ2825434
Frank J. Fabozzi, Hasan Fallahgoul, Sergio M. Focardi
Publication date: 7 October 2016
Full work available at URL: http://www.sciencedirect.com/science/book/9780128042489
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fractional processes, including fractional Brownian motion (60G22) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Fractional derivatives and integrals (26A33) Financial applications of other theories (91G80) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Fractional partial differential equations (35R11)
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