Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)
Work
Year: 2005
Type: article
Authors Patrick Cheridito, David Nualart
Institutions Princeton University, Universitat de Barcelona
Cites: 31
Cited by: 141
Related to: 10
FWCI: 14.48
Citation percentile (by year/subfield): 98.19
Subfield: Finance
Domain: Social Sciences
Open Access status: closed