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Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lamert, Kerstin, Auer, Benjamin R., Wunderlich, Ralf
Format:	Preprint
Published:	2023
Subjects:	Portfolio Management 91G10, 91G80
Online Access:	Acceder al recurso
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