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Martingale
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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On the approximation of geometric fractional Brownian motion
Valkeila, Esko
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 251-266)
.
2009
Persistent link: https://www.econbiz.de/10003948911
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Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
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