Work

Arbitrage with fractional Brownian motion

Year: 2007

Type: article

Source: The scientific electronic library of periodicals of the National Academy of Sciences of Ukraine (National Academy of Sciences of Ukraine)

Authors: Christian Bender, Tommi Sottinen, Esko Valkeila

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W250046375

FWCI: 6.998

Cites: 22

Cited by: 64

Related to: 10