hu.oksendal.ea:05:weighted¶
BibTeX Entry:
@article{hu.oksendal.ea:05:weighted,
author = {Hu, Yaozhong and {\O}ksendal, Bernt and Salopek, Donna Mary},
doi = {10.1081/SAP-200044412},
fjournal = {Stochastic Analysis and Applications},
issn = {0736-2994},
journal = {Stoch. Anal. Appl.},
mrclass = {60H05 (60G15 60H30 91B28)},
mrnumber = {2123941},
mrreviewer = {Nicolas Privault},
number = {1},
pages = {15--30},
title = {Weighted local time for fractional {B}rownian motion and applications to finance},
url = {https://doi.org/10.1081/SAP-200044412},
volume = {23},
year = {2005}
}