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scientific article; zbMATH DE number 7132454 - MaRDI portal

scientific article; zbMATH DE number 7132454

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Publication:5243718

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zbMath1425.91010MaRDI QIDQ5243718

Foad Shokrollahi

Publication date: 19 November 2019

Full work available at URL: https://osuva.uwasa.fi/bitstream/handle/10024/8191/978-952-476-870-2.pdf?sequence=2&isAllowed=y

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

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)

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