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Q4489974 - MaRDI portal

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scientific article; zbMATH DE number 1475706
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English
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scientific article; zbMATH DE number 1475706

    Statements

    publication date
    12 July 2000
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    zbMATH Keywords
    arbitrage
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    dominant trading strategy
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    risk neutral probability measure
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    martingale
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    fractal Brownian motion
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    author
    Yuliya S. Mishura
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    Identifiers

    Mathematics Subject Classification ID
    60G42
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    60G44
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    60H05
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    60H10
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    zbMATH DE Number
    1475706
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