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- Title:
Fractional Brownian motion as a weak limit of Poisson shot noise processes - with applications to finance.
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Klüppelberg, C., Kühn, C.
- Journal title:
- Stoch. Proc. Appl.
- Year:
- 2004
- Journal volume:
- 113
- Journal issue:
- 2
- Pages contribution:
- 333-351
- Language:
- en
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
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