The following pages link to Computational Science - ICCS 2004 (Q5712717):
Displaying 4 items.
- Semimartingale approximation of fractional Brownian motion and its applications (Q636573) (← links)
- Fractional functional with two occurrences of integrals and asymptotic optimal change of drift in the Black-Scholes model (Q890155) (← links)
- Weak and strong discrete-time approximation of fractional SDEs (Q2257577) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)