Zsolt Nika
From MaRDI portal
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Trading fractional Brownian motion SIAM Journal on Financial Mathematics | 2019-11-22 | Paper |
| Log-optimal portfolios with memory effect Applied Mathematical Finance | 2019-05-15 | Paper |
| Strong approximation of Black-Scholes theory based on simple random walks Studia Scientiarum Mathematicarum Hungarica | 2017-03-31 | Paper |
Research outcomes over time
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