No-arbitrage, leverage and completeness in a fractional volatility model (Q1783279): Difference between revisions
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Latest revision as of 11:10, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No-arbitrage, leverage and completeness in a fractional volatility model |
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No-arbitrage, leverage and completeness in a fractional volatility model (English)
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20 September 2018
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fractional noise
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arbitrage
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market completeness
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