Replication of Wiener-transformable stochastic processes with application to financial markets with memory (Q2329120)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Replication of Wiener-transformable stochastic processes with application to financial markets with memory |
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Replication of Wiener-transformable stochastic processes with application to financial markets with memory (English)
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17 October 2019
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Wiener-transformable process
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fractional Brownian motion
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long memory
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pathwise integral
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martingale representation
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utility maximization
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