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Q4848525 - MaRDI portal

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scientific article; zbMATH DE number 797365
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English
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scientific article; zbMATH DE number 797365

    Statements

    author
    Nigel J. Cutland
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    P. Ekkehard Kopp
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    Walter Willinger
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    publication date
    4 December 1995
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    zbMATH Keywords
    efficient markets
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    arbitrage opportunities
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    mathematical finance
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    long- range dependence
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    Black-Scholes model
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    fractional Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    60F17
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    91G20
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    60G22
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    60H30
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    60H05
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    62M07
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    zbMATH DE Number
    797365
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