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Applied mathematical finance
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IMA journal of management mathematics
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Mean-reverting discrete time market models : speculative opportunities and absence of arbitrage
Dokučaev, Nikolaj G.
- In:
IMA journal of management mathematics
23
(
2012
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10009510307
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Mean-reverting market model : speculative opportunities and non-arbitrage
Dokučaev, Nikolaj G.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 319-337
Persistent link: https://www.econbiz.de/10003543044
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