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dc.contributor.author
Cheridito, Patrick
dc.date.accessioned
2017-06-10T05:27:46Z
dc.date.available
2017-06-10T05:27:46Z
dc.date.issued
2003-10
dc.identifier.issn
0949-2984
dc.identifier.issn
1432-1122
dc.identifier.other
10.1007/s007800300101
dc.identifier.uri
http://hdl.handle.net/20.500.11850/53403
dc.language.iso
en
dc.publisher
Springer
dc.subject
Fractional Brownian motion
dc.subject
Arbitrage
dc.subject
Strong arbitrage
dc.subject
Exclusion of arbitrage
dc.title
Arbitrage in fractional Brownian motion models
dc.type
Journal Article
ethz.journal.title
Finance and Stochastics
ethz.journal.volume
7
ethz.journal.issue
4
ethz.journal.abbreviated
Finance stoch.
ethz.pages.start
533
ethz.pages.end
553
ethz.notes
.
ethz.identifier.wos
ethz.identifier.nebis
001712229
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.date.deposited
2017-06-10T05:28:19Z
ethz.source
ECIT
ethz.identifier.importid
imp59364f93ee94557657
ethz.ecitpid
pub:86525
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-13T12:20:01Z
ethz.rosetta.lastUpdated
2019-02-02T05:56:12Z
ethz.rosetta.versionExported
true
ethz.COinS
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