Semimartingale approximation of fractional Brownian motion and its applications (Q636573)
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scientific article; zbMATH DE number 5943989
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semimartingale approximation of fractional Brownian motion and its applications |
scientific article; zbMATH DE number 5943989 |
Statements
Semimartingale approximation of fractional Brownian motion and its applications (English)
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28 August 2011
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fractional Brownian motion
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stochastic integrals
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semimartingale
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Black-Scholes model
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