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Eine Ebene höherGruppiert nach: Dokumententyp |
Veröffentlichungsdatum
Anzahl der Publikationen: 3
2012
Biagini, Francesca 
ORCID: https://orcid.org/0000-0001-9801-5259; Hu, Yaozhong; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Øksendal, Bernt
(2012):
Insider trading equilibrium in a market with memory.
In: Mathematics and Financial Economics, Bd. 6, Nr. 3: S. 229-247
ORCID: https://orcid.org/0000-0001-9801-5259; Hu, Yaozhong; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Øksendal, Bernt
(2012):
Insider trading equilibrium in a market with memory.
In: Mathematics and Financial Economics, Bd. 6, Nr. 3: S. 229-247
2008
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Hu, Yaozhong; Øksendal, Bernt und Zhang, Tusheng
(2008):
Stochastic Calculus for Fractional Brownian Motion and Applications.
London: Springer.
ORCID: https://orcid.org/0000-0001-9801-5259; Hu, Yaozhong; Øksendal, Bernt und Zhang, Tusheng
(2008):
Stochastic Calculus for Fractional Brownian Motion and Applications.
London: Springer.
2002
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Hu, Yaozhong; Øksendal, Bernt und Sulem, Agnès
(2002):
A stochastic maximum principle for processes driven by fractional Brownian motion.
In: Stochastic Processes and their Applications, Bd. 100, Nr. 1-2: S. 233-253
ORCID: https://orcid.org/0000-0001-9801-5259; Hu, Yaozhong; Øksendal, Bernt und Sulem, Agnès
(2002):
A stochastic maximum principle for processes driven by fractional Brownian motion.
In: Stochastic Processes and their Applications, Bd. 100, Nr. 1-2: S. 233-253