Exportar referência
APA
R. Vilela Mendes, M. J. Oliveira, A. M. Rodrigues, (2015). No-arbitrage, leverage and completeness in a fractional volatility model. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 419, 470-478. ISSN 0378-4371. eISSN . http://www.sciencedirect.com/science/article/pii/s0378437114008942
IEEE
R. Vilela Mendes, M. J. Oliveira, A. M. Rodrigues, "No-arbitrage, leverage and completeness in a fractional volatility model" in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, vol. 419, pp. 470-478, 2015.
10.1016/j.physa.2014.10.056
BIBTEX
@article{22951,
author = {R. Vilela Mendes and M. J. Oliveira and A. M. Rodrigues},
title = {No-arbitrage, leverage and completeness in a fractional volatility model},
journal = {PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS},
year = 2015,
pages = {470-478},
volume = 419
}