The absence of arbitrage in a model with fractal Brownian motion (Q4509533): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 17:09, 5 March 2024
scientific article; zbMATH DE number 1517660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The absence of arbitrage in a model with fractal Brownian motion |
scientific article; zbMATH DE number 1517660 |
Statements
The absence of arbitrage in a model with fractal Brownian motion (English)
0 references
12 September 2002
0 references
self-financing portfolio
0 references
arbitrage strategies
0 references
