I spent months studying Wick products for finance and then found a paper that says the whole application is economically meaningless.
So I have been deep in the technical machinery of fractional Brownian motion and wick calculus, and then I found Björk and Hult (2005) which basically shows that using Wick products to define portfolio values in the fractional Black-Scholes model leads to absurdities, like a portfolio with positive shares of a positive-price stock having negative value, their conclusion is that the financial application is economically unjustifiable.
My basic plan was to work on and develop my knowledge about fractional Brownian motion and the fractional Black‑Scholes model. Now it turns out that it is 'useless.' This was my master's project, and I don't have much time to find another topic to dive deeper into. What I need is a related topic, where they use all the theory I mentioned above, and it should be related to finance. Thank you all