1题目:Fractional term structure models: No-arbitrage and consistency作者:Alberto Ohashi
来源:Source: Ann. Appl. Probab. Volume 19, Number 4 (2009), 1553-1580.
2
题目:Fractional constant elasticity of variance model作者:Ngai Hang Chan, Chi Tim Ng
来源:Source: Hwai-Chung Ho, Ching-Kang Ing, Tze Leung Lai, eds., Time Series and Related Topics: In Memory of Ching-Zong Wei (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2006), 149-164.
连接:http://projecteuclid.org/DPubS?s ... lid.lnms/1196285972