Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
A note on Wick products and the fractional Black-Scholes model | Finance and Stochastics |
| 127 | 2005 |
On arbitrage and replication in the fractional Black–Scholes pricing model | Statistics & Decisions | 31 | 2003 | |
Optimal Portfolio Choice and the Valuation of Illiquid Securities | The Review of Financial Studies |
| 184 | 2001 |
10.1016/S0304-4149(98)00025-8 | 1998 | |||
10.1016/S0304-4149(98)00014-3 | 1998 |