A Note on Wick products and the fractional Black-Scholes model

Research output: Contribution to journalJournal articleResearchpeer-review

  • Tomas Björk
  • Henrik Hult
Original languageEnglish
JournalFinance and Stochastics
Volume9
Issue number2
Pages (from-to)197-209
ISSN0949-2984
Publication statusPublished - 2005

ID: 73085