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FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE - MaRDI portal

FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (Q3043488)

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FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
scientific article

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    title
    FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE (English)
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    publication date
    6 August 2004
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    Mathematics Subject Classification ID
    60H40
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    60H05
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    60G15
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    60G22
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    91G20
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    zbMATH DE Number
    2083949
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    zbMATH Keywords
    fractional Brownian motion
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    fractal Black-Scholes market
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    author
    Yaozhong Hu
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    Bernt Øksendal
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