scientific article

zbMath1319.91126MaRDI QIDQ3145661

Hoang Thi Phuong Thao, Tran Hung Thao

Publication date: 21 December 2012

Full work available at URL: http://www.m-hikari.com/ijcms/ijcms-2012/37-40-2012/index.html

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zbMATH Keywords

state estimationpoint process\(L^2\)-approximationfractional stochastic volatility

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)

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