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"Arbitrage in Fractal Modulated Markets When the Volatility is Stochastic"

Erhan Bayraktar, H. Vincent Poor (2005)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-cs-0501054
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-cs-0501054
Erhan Bayraktar, H. Vincent Poor:
Arbitrage in Fractal Modulated Markets When the Volatility is Stochastic. CoRR abs/cs/0501054 (2005)

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