Arbitrage with fractional Brownian motion
Year of publication: |
1997
|
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Authors: | Rogers, Leonard C. G. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 7.1997, 1, p. 95-105
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Subject: | Portfolio-Management | Portfolio selection | Arbitrage | Theorie | Theory |
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