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

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Standard

A Note on Wick products and the fractional Black-Scholes model. / Björk, Tomas; Hult, Henrik.

I: Finance and Stochastics, Bind 9, Nr. 2, 2005, s. 197-209.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Björk, T & Hult, H 2005, 'A Note on Wick products and the fractional Black-Scholes model', Finance and Stochastics, bind 9, nr. 2, s. 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

Björk, Tomas ; Hult, Henrik. / A Note on Wick products and the fractional Black-Scholes model. I: Finance and Stochastics. 2005 ; Bind 9, Nr. 2. s. 197-209.

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