ARBITRAGE WITH FRACTIONAL BROWNIAN MOTION.
- Published in:
- Mathematical Finance, 1997, v. 7, n. 1, p. 95, doi. 10.1111/1467-9965.00025
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- Publication type:
- Article
Works matching IS 09601627 AND DT 1997 AND VI 7 AND IP 1
Results: 4
1
2
PRICING BARRIER OPTIONS WITH TIME-DEPENDENT COEFFICIENTS.
- Published in:
- Mathematical Finance, 1997, v. 7, n. 1, p. 83, doi. 10.1111/1467-9965.00024
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- Publication type:
- Article
3
ARBITRAGE AND GROWTH RATE FOR RISKLESS INVESTMENTS IN A STATIONARY ECONOMY.
- Published in:
- Mathematical Finance, 1997, v. 7, n. 1, p. 73, doi. 10.1111/1467-9965.00023
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- Publication type:
- Article
4
BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN FINANCE.
- Published in:
- Mathematical Finance, 1997, v. 7, n. 1, p. 1, doi. 10.1111/1467-9965.00022
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- Publication type:
- Article