Arbitrage in fractional Brownian motion models
Year of publication: |
2003
|
---|---|
Authors: | Cheridito, Patrick |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 7.2003, 4, p. 533-553
|
Subject: | Stochastischer Prozess | Stochastic process | Arbitrage |
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