Tolerance to arbitrage
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Publication:1805785
DOI10.1016/S0304-4149(98)00025-8zbMath0934.91022MaRDI QIDQ1805785
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
60G35: Signal detection and filtering (aspects of stochastic processes)
60G17: Sample path properties
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Cites Work
- Martingales and stochastic integrals in the theory of continuous trading
- Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
- Sample functions of the Gaussian process
- An inequality of the Hölder type, connected with Stieltjes integration
- Arbitrage with Fractional Brownian Motion
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