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Russian Mathematical Surveys, 1999, Volume 54, Issue 4, Pages 847–848
DOI: https://doi.org/10.1070/rm1999v054n04ABEH000191 (Mi rm191) 		 
This article is cited in 19 scientific papers (total in 19 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
English version PDF (233 kB) Citations (19)
References:
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DOI: https://doi.org/10.1070/rm1999v054n04ABEH000191
Accepted: 21.07.1999
Russian version:
Uspekhi Matematicheskikh Nauk, 1999, Volume 54, Issue 4(328), Pages 175–176
DOI: https://doi.org/10.4213/rm191
Bibliographic databases:
Document Type: Article
MSC: Primary 90A09; Secondary 90A12
Language: English
Original paper language: Russian
Citation: Yu. A. Kuznetsov, “The absence of arbitrage in a model with fractal Brownian motion”, Uspekhi Mat. Nauk, 54:4(328) (1999), 175–176; Russian Math. Surveys, 54:4 (1999), 847–848
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/rm/v54/i4/p175
    • This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Успехи математических наук Russian Mathematical Surveys
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    Abstract page:476
    Russian version PDF:237
    English version PDF:9
    References:40
    First page:2
     
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