Pages that link to "Item:Q2405166"
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The following pages link to Fractional Brownian motion satisfies two-way crossing (Q2405166):
Displaying 5 items.
- Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs (Q1691449) (← links)
- No arbitrage and lead-lag relationships (Q2273697) (← links)
- Finite time approach to equilibrium in a fractional Brownian velocity field (Q2370003) (← links)
- Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process (Q2692994) (← links)
- Short Communication: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios (Q5013831) (← links)