A Note on Wick products and the fractional Black-Scholes model
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
A Note on Wick products and the fractional Black-Scholes model. / Björk, Tomas; Hult, Henrik.
In: Finance and Stochastics, Vol. 9, No. 2, 2005, p. 197-209.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Björk, T & Hult, H 2005, 'A Note on Wick products and the fractional Black-Scholes model', Finance and Stochastics, vol. 9, no. 2, pp. 197-209.
APA
Björk, T., & Hult, H. (2005). A Note on Wick products and the fractional Black-Scholes model. Finance and Stochastics, 9(2), 197-209.
Vancouver
Björk T, Hult H. A Note on Wick products and the fractional Black-Scholes model. Finance and Stochastics. 2005;9(2):197-209.
Author
Bibtex
@article{55a2030074c211dbbee902004c4f4f50,
title = "A Note on Wick products and the fractional Black-Scholes model",
author = "Tomas Bj{\"o}rk and Henrik Hult",
year = "2005",
language = "English",
volume = "9",
pages = "197--209",
journal = "Finance and Stochastics",
issn = "0949-2984",
publisher = "Springer",
number = "2",
}
RIS
TY - JOUR
T1 - A Note on Wick products and the fractional Black-Scholes model
AU - Björk, Tomas
AU - Hult, Henrik
PY - 2005
Y1 - 2005
M3 - Journal article
VL - 9
SP - 197
EP - 209
JO - Finance and Stochastics
JF - Finance and Stochastics
SN - 0949-2984
IS - 2
ER -
ID: 73085