Arbitrage in fractal modulated black-scholes models when the volatility is stochastic
Erhan Bayraktar; H. Vincent Poor
| Year of publication: |
2005
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|---|---|
| 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
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| Subject: | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process | Arbitrage | Volatilität | Volatility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002893223