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Their method is generalized to be applied to a class of Gaussian processes, namely Gladyshev processes. The stock price process is \\(S_t= \\exp \\{\\mu t+ \\sigma B_H(t)\\}-1)\\), where \\(B_H\\) is a fractional Brownian motion, for \\(\\frac 12< H< 1\\).    Theorem 3.1. The portfolio process \\(\\pi(t)= 2S_t (\\exp \\{\\sigma B_H(t)\\}- 1)\\) defines an arbitrage opportunity.    Section 4 extends this result giving conditions under which a Gladyshev process is not a 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