An approximate approach to fractional analysis for finance
Author:
- Tran Hung ThaoTTTran Hung Thao
- 1 February 2006
- journal article
- Published by Elsevier in Nonlinear Analysis: Real World Applications
- Vol. 7 (1) , 124-132
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Stochastic Calculus for Fractional Brownian Motion I. TheorySIAM Journal on Control and Optimization, 2000
- Stochastic Analysis of the Fractional Brownian MotionPotential Analysis, 1999
- Arbitrage with Fractional Brownian MotionMathematical Finance, 1997
- Fractional Brownian Motions, Fractional Noises and ApplicationsSIAM Review, 1968