Publication:2755274

zbMath0984.91039MaRDI QIDQ2755274

Yurij V. Krvavych, Yuliya S. Mishura

Publication date: 8 November 2001

zbMATH Keywords

fractional Brownian motion; arbitrage; \((B,S)\)-market

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

60H05: Stochastic integrals

91B26: Auctions, bargaining, bidding and selling, and other market models