Narrow search
Showing 1 - 2 of 2
Cover Image
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
Cover Image
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