The Absence of Arbitrage Property in Mixed Fractional Bownian Motion Setting (Q5004101)
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scientific article; zbMATH DE number 7376824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Absence of Arbitrage Property in Mixed Fractional Bownian Motion Setting |
scientific article; zbMATH DE number 7376824 |
Statements
The Absence of Arbitrage Property in Mixed Fractional Bownian Motion Setting (English)
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30 July 2021
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stochastic integral
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mixed fractional Brownian motion
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conditional full support
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