Arbitrage possibilities in Bessel processes and their relations to local martingales (Q1895852)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage possibilities in Bessel processes and their relations to local martingales |
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Arbitrage possibilities in Bessel processes and their relations to local martingales (English)
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30 January 1996
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trading strategies
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three-dimensional Bessel process
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arbitrary in foreign exchange rates
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