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Q5503868 - MaRDI portal

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scientific article; zbMATH DE number 5495202
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English
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scientific article; zbMATH DE number 5495202

    Statements

    publication date
    20 January 2009
    0 references
    zbMATH Keywords
    fractional Brownian motion
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    Wick-Itô calculus
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    quasi-martingale
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    quasi-conditional expectation
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    option pricing
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60H07
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    91B28
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    60G18
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    zbMATH DE Number
    5495202
    0 references
     
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