A General Fractional White Noise Theory And Applications To Finance
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/1467-9965.00018/fullpdf
Reference19 articles.
1. Comment on 'Pricing double barrier options using Laplace transforms' by Antoon Pelsser
2. Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns
3. Dynamical pricing of weather derivatives
4. Stochastic Calculus for Fractional Brownian Motion I. Theory
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