Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
The absence of arbitrage in a model with fractal Brownian motion - MaRDI portal

The absence of arbitrage in a model with fractal Brownian motion (Q4509533)

From MaRDI portal
scientific article; zbMATH DE number 1517660
Language Label Description Also known as
English
The absence of arbitrage in a model with fractal Brownian motion
scientific article; zbMATH DE number 1517660

    Statements

    title
    The absence of arbitrage in a model with fractal Brownian motion (English)
    0 references
    author
    Yu. A. Kuznetsov
    0 references
    publication date
    12 September 2002
    0 references
    zbMATH Keywords
    self-financing portfolio
    0 references
    arbitrage strategies
    0 references

    Identifiers

    zbMATH DE Number
    1517660
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4509533&oldid=28688852"
    Powered by MediaWiki