"A note on Wick products and the fractional Black-Scholes model."

Tomas Björk, Henrik Hult (2005)

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DOI: 10.1007/S00780-004-0144-5

access: closed

type: Journal Article

metadata version: 2020-07-22

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Tomas Björk, Henrik Hult:
A note on Wick products and the fractional Black-Scholes model. Finance Stochastics 9(2): 197-209 (2005)

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