頁籤選單縮合
題名 | The Absence of Arbitrage Property in Mixed Fractional Brownian Motion Setting |
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作者 | Halima, Hennoune; Abdeldjebbar, Kandouci; | 書刊名 | Bulletin of the Institute of Mathematics, Academia Sinica New Series |
卷期 | 16:1 2021.03[民110.03] |
頁次 | 頁63-77 |
分類號 | 314.222 |
關鍵詞 | Stochastic integral; Mixed fractional Brownian motion; Conditional full support; |
語文 | 英文(English) |