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scientific article; zbMATH DE number 1897419
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scientific article; zbMATH DE number 1897419

    Statements

    author
    Esko Valkeila
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    Yuliya S. Mishura
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    publication date
    27 April 2003
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    zbMATH Keywords
    Black-Merton-Scholes model
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    arbitrage-free market
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    fractional Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60G15
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    60H10
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    60H30
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    91B70
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    zbMATH DE Number
    1897419
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