Pages that link to "Item:Q3149365"
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The following pages link to LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA (Q3149365):
Displaying 11 items.
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- Kolmogorov equation and large-time behaviour for fractional Brownian motion driven linear SDE's. (Q851662) (← links)
- Arbitrage and hedging in a non probabilistic framework (Q1938956) (← links)
- CEV model equipped with the long-memory (Q2226287) (← links)
- Pricing by hedging and no-arbitrage beyond semimartingales (Q2271717) (← links)
- The covariation for Banach space valued processes and applications (Q2441314) (← links)
- Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics (Q3426320) (← links)
- Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than 1/3 (Q4634144) (← links)
- Forward integrals and SDE with fractal noise (Q5239186) (← links)
- Stochastic differential equations with fractal noise (Q5463655) (← links)
- Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)
