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Publication:3606185
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zbMath1185.91194MaRDI QIDQ3606185

Bernt Øksendal

Publication date: 26 February 2009


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.


Mathematics Subject Classification ID

Financial applications of other theories (91G80) White noise theory (60H40) Stochastic integrals (60H05) Stochastic integral equations (60H20)


Related Items (7)

The use of action functionals within the quantum-like paradigm ⋮ How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost ⋮ Large deviations for high minima of Gaussian processes with nonnegatively correlated increments ⋮ FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET ⋮ The pricing of vulnerable options in a fractional Brownian motion environment ⋮ Valuation of the vulnerable option price based on mixed fractional Brownian motion ⋮ A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion




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