On weak approximations of integrals with respect to fractional Brownian motion
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References listed on IDEAS
- Tommi Sottinen, 2001. "Fractional Brownian motion, random walks and binary market models," Finance and Stochastics, Springer, vol. 5(3), pages 343-355.
- Mémin, Jean & Mishura, Yulia & Valkeila, Esko, 2001. "Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 51(2), pages 197-206, January.
- Bojdecki, Tomasz & Gorostiza, Luis G. & Talarczyk, Anna, 2004. "Sub-fractional Brownian motion and its relation to occupation times," Statistics & Probability Letters, Elsevier, vol. 69(4), pages 405-419, October.
- Nieminen, Ari, 2004. "Fractional Brownian motion and Martingale-differences," Statistics & Probability Letters, Elsevier, vol. 70(1), pages 1-10, October.
- Russo, Francesco & Tudor, Ciprian A., 2006. "On bifractional Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 116(5), pages 830-856, May.
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- repec:eee:spapps:v:127:y:2017:i:11:p:3536-3557 is not listed on IDEAS
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