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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

$Thumbnail for Lecture 5: Fractional irregularity and fractional hedging$

Lecture 5: Fractional irregularity and fractional…

duration 1 hour 57 minutes

Lecture 5: Fractional irregularity and fractional…

Lecture 5: Fractional irregularity and fractional hedging

- 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