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No-Arbitrage, Leverage and Completeness in a Fractional Volatility Model
AuthID
P-009-Z5V
3
Author(s)
Mendes, RV
·
Oliveira, MJ
·
Rodrigues, AM
Document Type
Article
Year published
2015
Published
in
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,
ISSN: 0378-4371
Volume: 419, Pages: 470-478 (9)
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Scopus
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Publication Identifiers
DOI
:
10.1016/j.physa.2014.10.056
Scopus
: 2-s2.0-84911192004
Wos
: WOS:000347017300050
Source Identifiers
ISSN
: 0378-4371
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