Pages that link to "Item:Q3541205"
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The following pages link to Wick–Itô formula for regular processes and applications to the Black and Scholes formula (Q3541205):
Displaying 4 items.
- On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions (Q1686376) (← links)
- Itô's formula for Gaussian processes with stochastic discontinuities (Q2184825) (← links)
- The fractional and mixed-fractional CEV model (Q2315921) (← links)
- (Q5038000) (← links)