Author:
Azmoodeh Ehsan,Viitasaari Lauri
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference12 articles.
1. Azmoodeh, E., Mishura, Y., Valkeila, E.: On hedging European options in geometric fractional Brownian motion market model. Stat. Decis. 27, 129–143 (2010)
2. Biagini, F., Campanino, M., Fuschini, S.: Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index $$H > \frac{1}{2}$$ H > 1 2 . Stochastics 80(5), 407–426 (2008)
3. Cheridito, P.: Mixed fractional Brownian motion. Bernoulli 7(6), 913–934 (2001)
4. Coutin, L., Nualart, D., Tudor, C.: Tanaka formula for the fractional Brownian motion. Stoch. Process. Appl. 94(2), 301–315 (2001)
5. Friz, P., Victoir, N.: Multidimensional Stochastic Processes as Rough Paths. Theory and Applications. Cambridge Studies of Advanced Mathematics. Cambridge University Press, Cambridge (2010)
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献