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Q4925737 - MaRDI portal

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scientific article; zbMATH DE number 6174804
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English
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scientific article; zbMATH DE number 6174804

    Statements

    author
    Christian Bender
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    Peter Parczewski
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    publication date
    12 June 2013
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    zbMATH Keywords
    Wick calculus
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    discrete and continuous time
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    fractional Brownian motion
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    fractional Black-Scholes model
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60H10
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    60G22
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    60H30
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    91B24
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    91G60
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    zbMATH DE Number
    6174804
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