Arbitrage in fractal modulated black-scholes models when the volatility is stochastic
Year of publication: |
2005
|
---|---|
Authors: | Bayraktar, Erhan ; Poor, H. Vincent |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 8.2005, 3, p. 283-300
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process | Arbitrage | Volatilität | Volatility | Theorie | Theory |
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