Random variables as pathwise integrals with respect to fractional Brownian motion
Year of publication: |
2013
|
---|---|
Authors: | Mishura, Yuliya ; Shevchenko, Georgiy ; Valkeila, Esko |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 6, p. 2353-2369
|
Publisher: |
Elsevier |
Subject: | Fractional Brownian motion | Pathwise integral | Generalized Lebesgue–Stieltjes integral | Arbitrage | Replication | Divergence integral |
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