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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) Russian version article
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DOI: https://doi.org/10.1070/rm1999v054n04ABEH000191
Accepted: 21.07.1999
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”, Russian Math. Surveys, 54:4 (1999), 847–848
Citation in format AMSBIB
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\by Yu.~A.~Kuznetsov
\paper The absence of arbitrage in a model with fractal Brownian motion
\jour Russian Math. Surveys
\yr 1999
\vol 54
\issue 4
\pages 847--848
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    • This publication is cited in the following 19 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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