scientific article; zbMATH DE number 1475706

zbMATH Open0953.60020MaRDI QIDQ4489974FDOQ4489974

Authors: Yuliya S. Mishura 

Publication date: 12 July 2000

Title of this publication is not available (Why is that?)

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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)

Cited In (3)

• Title not available (Why is that?)
• Some models of exchange trading in high-risk financial markets
• Arbitrage and investment opportunities

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