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Theory of Stochastic Processes, 2007, Volume 13(29), Issue 1, Pages 23–34 (Mi thsp155)  
Arbitrage with fractional brownian motion?

Christian Bendera, Tommi Sottinenb, Esko Valkeilac

a Faculty for Mathematics and Computer Science, TU Braunschweig, Pockelsstr. 14, D-38106 Braunschweig, Germany
b Department of Mathematics and Statistics, P.O. Box 68, FI-00014 University of Helsinki, Finland
c Institute of Mathematics, P.O.Box 1100, FI-02015 Helsinki University of Technology, Finland
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Document Type: Article
MSC: 60G15, 60G18, 91B28
Language: English
Citation: Christian Bender, Tommi Sottinen, Esko Valkeila, “Arbitrage with fractional brownian motion?”, Theory Stoch. Process., 13(29):1 (2007), 23–34
Citation in format AMSBIB
\Bibitem{BenSotVal07}
\by Christian~Bender, Tommi~Sottinen, Esko Valkeila
\paper Arbitrage with fractional brownian
motion?
\jour Theory Stoch. Process.
\yr 2007
\vol 13(29)
\issue 1
\pages 23--34
\mathnet{http://mi.mathnet.ru/thsp155}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2343807}
\zmath{https://zbmath.org/?q=an:1152.91028}
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