Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics (Q3426320): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q590139
Property / author
 
Property / author: Yuliya S. Mishura / rank
Normal rank
 

Revision as of 12:26, 16 February 2024

scientific article
Language Label Description Also known as
English
Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics
scientific article

    Statements

    Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics (English)
    0 references
    0 references
    8 March 2007
    0 references
    Black-Merton-Scholes model
    0 references
    fractional Brownian motion
    0 references
    absence of arbitrage
    0 references

    Identifiers