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Arbitrage Opportunities for a Class of Gladyshev Processes

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References

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2004Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market29 cited
2013The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate29 cited
2016Arbitrage with fractional Gaussian processes28 cited
2017Trading Fractional Brownian Motion24 cited
2003Fractional Brownian motion in finance and queueing21 cited
2014Multifractional processes in finance19 cited
2013On inference for fractional differential equations19 cited

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