No-arbitrage, leverage and completeness in a fractional volatility model (Q1783279)
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scientific article; zbMATH DE number 6940501
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| English | No-arbitrage, leverage and completeness in a fractional volatility model |
scientific article; zbMATH DE number 6940501 |
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No-arbitrage, leverage and completeness in a fractional volatility model (English)
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20 September 2018
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fractional noise
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arbitrage
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market completeness
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0.7904505729675293
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0.7739949226379395
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0.7731859087944031
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