Simple arbitrage
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Publication:691114
DOI10.1214/11-AAP830zbMath1266.91092arXiv1210.5391MaRDI QIDQ691114
Publication date: 29 November 2012
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.5391
60G22: Fractional processes, including fractional Brownian motion
60G44: Martingales with continuous parameter
91G10: Portfolio theory
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