The following pages link to Tolerance to arbitrage (Q1805785):
Displayed 8 items.
- A new class of nearly self-financing strategies (Q1612973) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← 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)
- 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)
- NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND (Q5455263) (← links)