LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA (Q3149365)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA |
scientific article |
Statements
LONG RANGE DEPENDENCE, NO ARBITRAGE AND THE BLACK–SCHOLES FORMULA (English)
0 references
5 August 2003
0 references
option pricing
0 references
forward integral
0 references
absence of arbitrage
0 references
non-semimartingale models
0 references
long range dependence
0 references
0 references
