搜索结果: 1-1 共查到“经济学其他学科 finance”相关记录1条 . 查询时间(0.078 秒)
Fractional processes as models in stochastic finance
Fractional Brownian motion arbitrage hedging in fractional models
2010/10/19
We survey some new progress on the pricing models driven by fractional Brownian motion \cb{or} mixed fractional Brownian motion. In particular, we give results on arbitrage opportunities, hedging, and...