4 treff

Biagini Francesca
Forward integrals and an itô formula for fractional brownian motion
by Francesca Biagini and Bernt Øksendal
Bok Engelsk 2009
Minimal variance hedging for insider trading
by Francesca Biagini and Bernt Øksendal
Bok Engelsk 2008
A general stochastic calculus approach to insider trading
by Francesca Biagini and Bernt Øksendal
Bok Engelsk 2002
Stochastic calculus for fractional Brownian motion and applications
Francesca Biagini ... [et al.]
Bok Engelsk 2008