A mixed Brownian-fractional Brownian model of stock market: the absence of arbitrage and the convergence of capitals (Q5467424)
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scientific article; zbMATH DE number 5025910
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| English | A mixed Brownian-fractional Brownian model of stock market: the absence of arbitrage and the convergence of capitals |
scientific article; zbMATH DE number 5025910 |
Statements
24 May 2006
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financial market
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fractional Brownian model
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Wiener process
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semimartingales
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0.9597404599189758
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0.9181029796600342
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