No-arbitrage, leverage and completeness in a fractional volatility model (Q1783279)

From MaRDI portal
Revision as of 11:10, 11 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
No-arbitrage, leverage and completeness in a fractional volatility model
scientific article

    Statements

    title
    No-arbitrage, leverage and completeness in a fractional volatility model (English)
    0 references
    author
    G. Richomme
    0 references
    published in
    Physica A
    0 references
    publication date
    20 September 2018
    0 references
    zbMATH Keywords
    fractional noise
    0 references
    arbitrage
    0 references
    market completeness
    0 references

    Identifiers

    zbMATH DE Number
    6940501
    0 references
    OpenAlex ID
    W2130252893
    0 references
    arXiv ID
    1205.2866
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1783279&oldid=38747206"
    Powered by MediaWiki