Pages that link to "Item:Q1687206"
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The following pages link to Prediction law of fractional Brownian motion (Q1687206):
Displaying 11 items.
- Prediction law of mixed Gaussian Volterra processes (Q2288751) (← links)
- The conditional law of the Bacry-Muzy and Riemann-Liouville log correlated Gaussian fields and their GMC, via Gaussian Hilbert and fractional Sobolev spaces (Q2307412) (← links)
- Hedging in fractional Black-Scholes model with transaction costs (Q2407526) (← links)
- Prediction for some processes related to a fractional Brownian motion (Q2489828) (← links)
- CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS (Q4634641) (← links)
- DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS (Q4994441) (← links)
- Rough volatility and CGMY jumps with a finite history and the Rough Heston model – small-time asymptotics in the regime (Q5014187) (← links)
- Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes (Q5065042) (← links)
- Transfer principle for $n$th order fractional Brownian motion with applications to prediction and equivalence in law (Q5230218) (← links)
- Long-range dependent completely correlated mixed fractional Brownian motion (Q6123268) (← links)
- Optimal stop-loss rules in markets with long-range dependence (Q6546316) (← links)
