The following pages link to Tolerance to arbitrage (Q1805785):
Displaying 24 items.
- Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- Rough paths in idealized financial markets (Q647162) (← links)
- A new class of nearly self-financing strategies (Q1612973) (← links)
- Arbitrage without borrowing or short selling? (Q1679553) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
- No-arbitrage, leverage and completeness in a fractional volatility model (Q1783279) (← links)
- On pricing and hedging in financial markets with long-range dependence (Q1938961) (← links)
- Model-free CPPI (Q1994390) (← links)
- High-frequency trading with fractional Brownian motion (Q2022763) (← links)
- A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds (Q2309261) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- Stochastic volatility and fractional Brownian motion (Q2485787) (← links)
- Gaussian moving averages, semimartingales and option pricing. (Q2574617) (← links)
- A closed-form approximation for the fractional Black-Scholes model with transaction costs (Q2629413) (← links)
- From Market Data to Agent-Based Models and Stochastic Differential Equations (Q2832858) (← links)
- Stochastic Volatility and Multifractional Brownian Motion (Q2914791) (← links)
- ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC (Q3023915) (← links)
- Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (Q3633141) (← links)
- Trading Fractional Brownian Motion (Q4971980) (← links)
- On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions (Q5055127) (← links)
- A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1) (Q5078109) (← links)
- Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost (Q5084750) (← links)
- NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)
