On the connection between discrete and continuous Wick calculus with an application to the fractional Black-Scholes model

DOI:	https://doi.org/10.1142/9789814383318_0001
URL:	https://www.worldscientific.com/doi/suppl/10.1142/...
Document Type:	Book chapter
Year of publication:	2012
Book title:	Stochastic processes, finance and control : a Festschrift in honor of Robert J. Elliott
The title of a journal, publication series:	Advances in statistics, probability and actuarial science
Volume:	1
Page range:	3-40
Publisher:	Cohen, Samuel N.
Place of publication:	Hackensack, NJ [u.a.]
Publishing house:	World Scientific
ISBN:	978-981-4383-30-1 , 981-4383-30-9 , 978-981-4383-31-8 , 978-981-4483-91-9
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik II: Stochastische Numerik (Neuenkirch 2013-)
Subject:	510 Mathematics

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.

BASE: Bender, Christian ; Parczewski, Peter

Google Scholar: Bender, Christian ; Parczewski, Peter

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