Pages that link to "Item:Q5455263"
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The following pages link to NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263):
Displayed 5 items.
- Fractional term structure models: No-arbitrage and consistency (Q835070) (← links)
- Pricing by hedging and no-arbitrage beyond semimartingales (Q2271717) (← links)
- Consistent price systems and face-lifting pricing under transaction costs (Q2426603) (← links)
- Non-degeneracy of Wiener functionals arising from rough differential equations (Q3629400) (← links)
- Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (Q3633141) (← links)