篇号:1
作者:Mishura Y.S Valkeila E
文题: the absence of arbitrage in a mixed Brownian-fractional Brownian model
杂志全名(或缩写): proceedings of the steklov institute of mathematics
年份,卷(期): 起止页码: 2002;237:215-224.
篇号:2
作者:Zahle M
文题: Long range dependence, no arbitrage and the Black=Schole formula
杂志全名(或缩写): Stochastics and Dynamics
年份,卷(期): 起止页码:2002; 2;265-280.
篇号:3
作者:Zahle M
文题: integration with respect to fractal functions and stochastic calculus part 1
杂志全名(或缩写): probability theory and related fields
年份,卷(期): 起止页码: 1998;111;333-372.
篇号:4
作者:Zahle M
文题: integration with respect to fractal functions and stochastic calculus part 2
杂志全名(或缩写): mathematical Nachrichten
年份,卷(期): 起止页码: 2001;225;145-183.