✦ LIBER ✦

Arbitrage in skew Brownian motion models

✍ Scribed by Damiano Rossello

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Arbitrage in fractional Brownian motion

✍ Patrick Cheridito 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 English ⚖ 253 KB

Arbitrage with Fractional Brownian Motio

✍ L. C. G. Rogers 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 126 KB

Effective conductivity and skew Brownian

✍ Reinhard Lang 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 686 KB

Skew Brownian motion-type of extensions

✍ Juha Vuolle-Apiala 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 287 KB

“Skew-Brownian Motion” and Derived Proce

✍ Ouknine, Y. 📂 Article 📅 1991 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 635 KB

NO ARBITRAGE UNDER TRANSACTION COSTS, WI

✍ Paolo Guasoni 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 237 KB