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Issue Date
Title
Author(s)
2003
On the Clark-Ocone theorem for fractional Brownian motions with Hurst parameter bigger than half
Bender, C.
;
Elliott, R.
2004
Arbitrage in a discrete version of the Wick-Fractional Black Scholes model
Bender, C.
;
Elliott, R.
Discover
Subject
1
Arbitrage
1
binary market models
1
Counterexamples
1
discrete Wick products
1
Fractional Brownian motion
1
fractional Brownian motion
1
Fractional chaos expansion
1
Fractional Clark-Ocone formula
1
Quasi-conditional expectation
Date issued
1
2004
1
2003