Arbitrage opportunities for a class of Gladyshev processes

Applied Mathematics and Optimization

Volumn 41, Issue 3, 2000, Pages 377-385

  Dasgupta, A ^a   Kallianpur, G ^a  

^a University of North Carolina at Chapel Hill   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BROWNIAN MOVEMENT; COMPUTATIONAL GEOMETRY; CONVERGENCE OF NUMERICAL METHODS; INTEGRAL EQUATIONS; INTEGRATION; MATHEMATICAL MODELS; SALES; THEOREM PROVING;

ARBITRAGE OPPORTUNITY; GEOMETRIC FRACTIONAL BROWNIAN MOTION; GLADYSHEV PROCESSES;

DIFFERENTIAL EQUATIONS;

EID: 0033898173     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s002459911019     Document Type: Article

References (10)

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