Arbitrage with Fractional Brownian Motion (Q4372054)
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scientific article; zbMATH DE number 1106737
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage with Fractional Brownian Motion |
scientific article; zbMATH DE number 1106737 |
Statements
Arbitrage with Fractional Brownian Motion (English)
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5 April 1998
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fractional Brownian motion
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Brownian motion
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arbitrage
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long-range dependence
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equivalent martingale measure
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