Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage (Q5459529)
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scientific article; zbMATH DE number 5269305
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| English | Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage |
scientific article; zbMATH DE number 5269305 |
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Mean‐Reverting Market Model: Speculative Opportunities and Non‐Arbitrage (English)
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29 April 2008
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diffusion market
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mean-reverting model
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arbitrage
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0.8686000108718872
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0.7336711883544922
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0.7315722703933716
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