Pages that link to "Item:Q5198556"

The following pages link to Fractional Processes as Models in Stochastic Finance (Q5198556):

Displaying 29 items.

• Strong asymptotic arbitrage in the large fractional binary market (Q253102) (← links)
• Mixed Gaussian processes: a filtering approach (Q317498) (← links)
• Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model (Q340756) (← links)
• Absence of arbitrage in a general framework (Q470679) (← links)
• On the conditional small ball property of multivariate Lévy-driven moving average processes (Q511124) (← links)
• Simple arbitrage (Q691114) (← links)
• On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
• Model-free CPPI (Q1994390) (← links)
• Mixed fractional Brownian motion: a spectral take (Q2011263) (← links)
• A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift (Q2133366) (← links)
• No-arbitrage symmetries (Q2148548) (← links)
• Weak and strong discrete-time approximation of fractional SDEs (Q2257577) (← links)
• No arbitrage and lead-lag relationships (Q2273697) (← links)
• Stochastic viability and comparison theorems for mixed stochastic differential equations (Q2340306) (← links)
• Hedging in fractional Black-Scholes model with transaction costs (Q2407526) (← links)
• Random variables as pathwise integrals with respect to fractional Brownian motion (Q2444645) (← links)
• TRAJECTORY-BASED MODELS, ARBITRAGE AND CONTINUITY (Q2806359) (← links)
• CRITICAL TRANSACTION COSTS AND 1-STEP ASYMPTOTIC ARBITRAGE IN FRACTIONAL BINARY MARKETS (Q2947342) (← links)
• Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
• Statistical Analysis of the Mixed Fractional Ornstein--Uhlenbeck Process (Q4618064) (← links)
• CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)
• Stochastic Averaging Principle for Mixed Stochastic Differential Equations (Q5089517) (← links)
• (Q5227506) (← links)
• Forward integrals and SDE with fractal noise (Q5239186) (← links)
• PRICING DERIVATIVES IN HERMITE MARKETS (Q5242955) (← links)
• Long-range dependent completely correlated mixed fractional Brownian motion (Q6123268) (← links)
• Fractional processes and their statistical inference: an overview (Q6149600) (← links)
• Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)
• Weak solutions for stochastic differential equations with additive fractional noise (Q6198655) (← links)