Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/19632
Title: Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory
Authors: Boguslavskaya, E
Mishura, Y
Shevchenko, G
Keywords: Wiener-transformableprocess;;fractionalBrownianmotion;;longmemory;;pathwise integral;;martingale representation;;utility maximization
Issue Date: 5-Dec-2018
Publisher: Springer International Publishing
Citation: Stochastic Processes and Applications SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017, 2018, 271
URI: http://bura.brunel.ac.uk/handle/2438/19632
DOI: http://dx.doi.org/10.1007/978-3-030-02825-1_14
ISSN: 14
14
14
14
http://dx.doi.org/10.1007/978-3-030-02825-1_14
Other Identifiers: 14
14
14
14
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