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An S-transform approach to integration with respect to a fractional Brownian motion
13 references·5 citing·29 second hop
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Cited by

  • 2011Fractional Processes as Models in Stochastic Finance52 cited
  • 2004Explicit solutions of a class of linear fractional BSDEs

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42 cited
  • 2006Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics41 cited
  • 2004Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market29 cited
  • 2008Stochastic calculus for convoluted Lévy processes27 cited