A note on Wick products and the fractional Black-Scholes model
Top Cited Papers
- 1 April 2005
- journal article
- research article
- Published by Springer Science and Business Media LLC in Finance and Stochastics
- Vol. 9 (2), 197-209
- https://doi.org/10.1007/s00780-004-0144-5
Abstract
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This publication has 1 reference indexed in Scilit:
- Fractional white noise calculus and applications to financeInfinite Dimensional Analysis, Quantum Probability and Related Topics, 2003