A note on Wick products and the fractional Black-Scholes model
Year of publication: |
2005
|
---|---|
Authors: | Björk, Tomas ; Hult, Henrik |
Published in: |
Finance and Stochastics. - Springer. - Vol. 9.2005, 2, p. 197-209
|
Publisher: |
Springer |
Subject: | Mathematical finance | fractional Brownian motion | arbitrage |
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