Pages that link to "Item:Q636573"
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The following pages link to Semimartingale approximation of fractional Brownian motion and its applications (Q636573):
Displaying 14 items.
- An approximate approach to fractional stochastic integration and its applications (Q467887) (← links)
- Approximation of fractional Brownian motion by martingales (Q479168) (← links)
- Fractional stochastic differential equations with applications to finance (Q713467) (← links)
- A fractional Black-Scholes model with jumps (Q928432) (← links)
- On the approximate discrete KLT of fractional Brownian motion and applications (Q1622267) (← links)
- A note on fractional Brownian motion (Q1879158) (← links)
- Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions (Q2199795) (← links)
- Is the approximation rate for European pay-offs in the Black-Scholes model always \(1/\sqrt n\)? (Q2433969) (← links)
- On the approximation of Lévy driven Volterra processes and their integrals (Q2633845) (← links)
- Asset prices with investor protection and past information (Q2691284) (← links)
- On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions (Q5055127) (← links)
- Distance between the fractional Brownian motion and the space of adapted Gaussian martingales (Q5225914) (← links)
- Computational Science - ICCS 2004 (Q5712717) (← links)
- Least squares estimations for approximate fractional vasicek model driven by a semimartingale (Q6104221) (← links)
