"Discretization of continuous-time arbitrage strategies in financial ..."

Kerstin Lamert, Benjamin R. Auer, Ralf Wunderlich (2025)

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DOI: 10.1007/S00186-025-00889-0

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type: Journal Article

metadata version: 2025-07-04

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Kerstin Lamert, Benjamin R. Auer, Ralf Wunderlich:
Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. Math. Methods Oper. Res. 101(2): 163-218 (2025)

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