Option Pricing in Fractional Brownian Markets

By S. Rostek. 2009

73 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/6caa82398941238576eba3a3b83fe2b702ff0ccf

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In Finance

1. Vasily E. Tarasov

Citations in the corpus

• On History of Mathematical Economics: Application of Fractional Calculus (2019, background): “In the framework of the fractional Brownian motion Stage, a lot of papers [50–71] and books [72,73] were written on the description of financial processes with memory and non-locality.”