2011•Unpublished venueRequires access

Fractional Processes as Models in Stochastic Finance

Christian Bender, Tommi Sottinen, Esko Valkeila

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Key concepts: Fractional Brownian motion, Arbitrage, Transaction cost, Brownian motion, Mathematical economics, Economics, Econometrics, Mathematical finance

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Fractional Processes as Models in Stochastic Finance — Research Paper | ScholarLens