LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA (Q3149365): Difference between revisions
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Latest revision as of 08:47, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA |
scientific article |
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LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA (English)
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5 August 2003
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option pricing
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forward integral
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absence of arbitrage
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non-semimartingale models
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long range dependence
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