The absence of arbitrage in a model with fractal Brownian motion (Q4509533)
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scientific article; zbMATH DE number 1517660
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| English | The absence of arbitrage in a model with fractal Brownian motion |
scientific article; zbMATH DE number 1517660 |
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The absence of arbitrage in a model with fractal Brownian motion (English)
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12 September 2002
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self-financing portfolio
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arbitrage strategies
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0.864802360534668
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0.8489683866500854
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