scientific article; zbMATH DE number 1475706

MaRDI QIDQ4489974zbMATH OpenFDO

Authors Yuliya S. Mishura

Publication date 12 July 2000

zbMATH Keywords

martingalearbitragefractal Brownian motionrisk neutral probability measuredominant trading strategy

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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