This article is cited in 21 papers

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

The absence of arbitrage in a model with fractal Brownian motion

Yu. A. Kuznetsov

M. V. Lomonosov Moscow State University

MSC: Primary 90A09; Secondary 90A12

Accepted: 21.07.1999

DOI: 10.4213/rm191

 English version: Russian Mathematical Surveys, 1999, 54:4, 847–848

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