The absence of arbitrage in a model with fractal Brownian motion

Authors
Kuznetsov, YA
Citation
Ya. Kuznetsov, The absence of arbitrage in a model with fractal Brownian motion, RUSS MATH S, 54(4), 1999, pp. 847-848
Citations number
3
Categorie Soggetti
Mathematics
Journal title
RUSSIAN MATHEMATICAL SURVEYS
ISSN journal
00360279 → ACNP
Volume
54
Issue
4
Year of publication
1999
Pages
847 - 848
Database
ISI
SICI code
0036-0279(199907/08)54:4<847:TAOAIA>2.0.ZU;2-J