Pages that link to "Item:Q2755274"
From MaRDI portal
The following pages link to Conditions of presence and absence of arbitrage for a model of \((B,S)\)-market defined by fractional Brownian motion (Q2755274):
Displaying 8 items.
- Absence of arbitrage in a general framework (Q470679) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Deterministic criteria for the absence of arbitrage in~one-dimensional diffusion models (Q1761439) (← links)
- On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
- No-arbitrage, leverage and completeness in a fractional volatility model (Q1783279) (← links)
- Tolerance to arbitrage (Q1805785) (← links)
- Problems of stochastic analysis of Wiener integrals constructed by fractional Brownian motion (Q2755318) (← links)
- Stochastic stability of fractional \((B,S)\)-securities markets (Q2784988) (← links)