Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals (Q3645196)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals |
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Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals (English)
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16 November 2009
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fractional Brownian motion
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option pricing
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arbitrage pricing
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stochastic differential equations
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