Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility (Q4821629)
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scientific article; zbMATH DE number 2108991
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility |
scientific article; zbMATH DE number 2108991 |
Statements
Fractional stochastic integration and Black–Scholes equation for fractional Brownian model with stochastic volatility (English)
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21 October 2004
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fractional Brownian financial market
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Wick integration
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