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20102016
most citedOn the chaotic character of the stochastic heat equation, before the onset of intermitttency

54 citations · 124 across the 10 of their papers we have counts for

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Showing 2016 · q-fin.MFShow all

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q-fin.MF2016★ 1 cited

A Gaussian Markov alternative to fractional Brownian motion for pricing financial derivatives

Daniel Conus, Mackenzie Wildman

Replacing Black-Scholes' driving process, Brownian motion, with fractional Brownian motion allows for incorporation of a past dependency of stock prices but faces a few major downf…