Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory

Boguslavskaya, E
Mishura, Y
Shevchenko, G

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Publication date

December 2018

DOI

10.1007/978-3-030-02825-1_14

Publisher

Springer Science and Business Media LLC

Abstract

Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 271)Daphne Jackson fellowship funded by EPSRC; Australian Research Council (project number DP150102758); ToppForsk project nr. 274410 of the Research Council of Norway with title STORM: Stochastics for Time-Space Risk Models

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Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory

Abstract

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Replication of Wiener-Transformable Stochastic Processes with Application to Financial Markets with Memory

Abstract

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