BEJ223
10.3150/09-BEJ223
BEJ0902-018
27
Approximating a Geometric fractional Brownian motion and related processes via discrete Wick calculus
Approximating a GFBM and related processes
Christian
Bender
Technische Universität Braunschweig
c.bender@tu-bs.de
Peter
Parczewski
Technische Universität Braunschweig
p.parczewski@tu-bs.de
http://www.e-publications.org/ims/submission/index.php/BEJ/user/submissionFile/4771?confirm=f4f5f8fe