Author:
Alvarez A.,Ferrando S.,Olivares P.
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference27 articles.
1. Alvarez, A., Ferrando, S., Olivares, P.: Trajectory Based Arbitrage and Continuity. Working Paper, August (2011)
2. Bender C., Sottinen T., Valkeila E.: Arbitrage with fractional Brownian Motion?. Theory Stoch. Process. 12(3-4), 28 (2006)
3. Bender C., Sottinen T., Valkeila E.: Pricing by hedging and no-arbitrage beyond semi-martingales. Finance Stoch. 12, 441–468 (2008)
4. Bick A., Willinger W.: Dynamic spanning without probabilities. Stoch. Process. Appl. 50, 349–374 (1994)
5. Billingsley P.: Convergence of Probability Measures. Wiley, New York (1968)
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献