Arbitrage in fractional Brownian motion models
Patrick Cheridito
| 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 |
| 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/10001800704