A General Fractional White Noise Theory And Applications To Finance
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Publication:4409032
DOI10.1111/1467-9965.00018zbMath1069.91047OpenAlexW2048712136MaRDI QIDQ4409032
Robert J. Elliott, John van der Hoek
Publication date: 25 August 2003
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00018
fractional Brownian motionGirsanov's theoremClark-Ocone representation theoremfractional Black-Scholes marketfractional Itô-isometry
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