Fractional Brownian motion as a model in finance Lähettänyt globaladmin To, 12.02.2009 - 13.03 Lue lisää Fractional Brownian motion as a model in finance
Arbitrage with fractional Brownian motion? Lähettänyt globaladmin To, 12.02.2009 - 12.28 Lue lisää Arbitrage with fractional Brownian motion?
Power series expansions for fractional Brownian motions Lähettänyt globaladmin To, 12.02.2009 - 12.21 Lue lisää Power series expansions for fractional Brownian motions
Empirical evidence on arbitrage by changing the stock exchange Lähettänyt globaladmin To, 12.02.2009 - 12.17 Lue lisää Empirical evidence on arbitrage by changing the stock exchange
Pricing by hedging and no-arbitrage beyond semimartingales Lähettänyt globaladmin To, 12.02.2009 - 12.14 Lue lisää Pricing by hedging and no-arbitrage beyond semimartingales
Application of Girsanov Theorem to Particle Filtering of Discretely Observed Continuous-Time Non-Linear Systems Lähettänyt globaladmin To, 12.02.2009 - 12.12 Lue lisää Application of Girsanov Theorem to Particle Filtering of Discretely Observed Continuous-Time Non-Linear Systems
Parameter estimation for stochastic equations with additive fractional Brownian sheet Lähettänyt globaladmin To, 12.02.2009 - 12.10 Lue lisää Parameter estimation for stochastic equations with additive fractional Brownian sheet
On the equivalence of multiparameter Gaussian processes Lähettänyt globaladmin To, 12.02.2009 - 12.08 Lue lisää On the equivalence of multiparameter Gaussian processes
Simulation of weakly self-similar stationary increment Sub_phi(Omega)-processes: a series expansion approach Lähettänyt globaladmin To, 12.02.2009 - 12.05 Lue lisää Simulation of weakly self-similar stationary increment Sub_phi(Omega)-processes: a series expansion approach
