Arbitrage with fractional brownian motion?

Christian Bender^a, Tommi Sottinen^b, Esko Valkeila<sup>c

a</sup> Faculty for Mathematics and Computer Science, TU Braunschweig, Pockelsstr. 14, D-38106 Braunschweig, Germany
^b Department of Mathematics and Statistics, P.O. Box 68, FI-00014 University of Helsinki, Finland
^c Institute of Mathematics, P.O.Box 1100, FI-02015 Helsinki University of Technology, Finland

MSC: 60G15, 60G18, 91B28

Language: English

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