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Issue Date
Title
Author(s)
2003
A general fractional white noise theory and applications to finance
Elliott, R.
;
Van Der Hoek, J.
2004
Arbitrage in a discrete version of the Wick-Fractional Black Scholes model
Bender, C.
;
Elliott, R.
Discover
Author
2
Elliott, R.
1
Bender, C.
1
Van Der Hoek, J.
Subject
1
Arbitrage
1
binary market models
1
Clark-Ocone representation theorem
1
discrete Wick products
1
fractional Black-Scholes market
1
fractional Ito isometry
1
fractional white noise
1
Girasanov's theorem
Date issued
1
2004
1
2003