No-Arbitrage, Leverage and Completeness in a Fractional Volatility Model

AuthID
 P-009-Z5V
3
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Tipo de Documento
Article
Year published
2015
Publicado
in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, ISSN: 0378-4371
Volume: 419, Páginas: 470-478 (9)
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Publication Identifiers
SCOPUS: 2-s2.0-84911192004
Wos: WOS:000347017300050
Source Identifiers
ISSN: 0378-4371
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