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$Thumbnail for Lecture 5: Fractional irregularity and fractional hedging$ Lecture 5: Fractional irregularity and fractional… duration 1 hour 57 minutes Lecture 5: Fractional irregularity and fractional… Lecture 5: Fractional irregularity and fractional hedging	Lecture 5: Fractional irregularity and fractional hedging - Asymptotic behavior of maximal functionals - Representation results for Gaussian processes that create the generalized quasi-helix - Representation theorems for Holder continuous Gaussian processes… hedging +3 More From Tiziano Vargiolu 7 plays 0
Lecture 9: stochastic integral as a stochastic… duration 33 minutes 39 seconds Lecture 9: stochastic integral as a stochastic… Lecture 9: stochastic integral as a stochastic process	Lecture 9: stochastic integral as a stochastic process The stochastic integral is a continuous martingale. continuity +2 More From Tiziano Vargiolu 31 plays 0

Lecture 5: Fractional irregularity and fractional hedging