scientific article; zbMATH DE number 5026325

zbMATH Open1089.91503MaRDI QIDQ5467766

S. V. Posashkov

Publication date: 24 May 2006

Title of this publication is not available (Why is that?)

zbMATH Keywords

fractional Brownian motionvolatility(B,S) market

Mathematics Subject Classification ID

Related Items (4)

A Characterization of Complete Security Markets On A Brownian Filtration¹ ⋮ Title not available (Why is that?) ⋮ Conditions of presence and absence of arbitrage for a model of \((B,S)\)-market defined by fractional Brownian motion ⋮ Q-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market

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