Finance and Stochastics
SSCI-ISI SCOPUS (2004-2025)SCIE-ISI
0949-2984
Cơ quản chủ quản: Springer Verlag , Springer Heidelberg
Lĩnh vực:
Statistics, Probability and UncertaintyStatistics and ProbabilityFinance
Phân tích ảnh hưởng
Các bài báo tiêu biểu
From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
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Arbitrage in fractional Brownian motion models
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We construct arbitrage strategies for a financial market that consists of a
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drift. Then we show how arbitrage can be excluded from these models by
restricting the class of trading strategies.
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