No-arbitrage, leverage and completeness in a fractional volatility model (Q1783279): Difference between revisions

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-.1016/j.physa.2014.10.056
@@ Property / DOI: 10.1016/j.physa.2014.10.056 / rank @@
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+.2866
@@ Property / arXiv ID: 1205.2866 / rank @@
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+.1016/J.PHYSA.2014.10.056
@@ Property / DOI: 10.1016/J.PHYSA.2014.10.056 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1783279