Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market (Q5704206)
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scientific article; zbMATH DE number 2228371
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market |
scientific article; zbMATH DE number 2228371 |
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Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market (English)
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11 November 2005
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arbitrage
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binary market models
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discrete Wick products
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fractional Brownian motion
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