The Absence of Arbitrage Property in Mixed Fractional Bownian Motion Setting
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Published:2021-03-01
Issue:1
Volume:16
Page:
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ISSN:2304-7895
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Container-title:Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES
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language:
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Short-container-title:Bulletin of the Inst. of Math. Academia Sinica(N.S.)
Author:
Halima Hennoune,Abdeldjebbar Kandouci
Publisher
Institute of Mathematics, Academia Sinica