A note on Wick products and the fractional Black-Scholes model
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Publication:2488475
DOI10.1007/s00780-004-0144-5zbMath1092.91021OpenAlexW2025505566MaRDI QIDQ2488475
Publication date: 24 May 2006
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: http://swopec.hhs.se/hastef/papers/hastef0596.pdf
Microeconomic theory (price theory and economic markets) (91B24) Stochastic integrals (60H05) Actuarial science and mathematical finance (91G99)
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