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Vilela Mendes, R., Oliveira, M. J. & Meireles-Rodrigues, A. (2015). No-arbitrage, leverage and completeness in a fractional volatility model. Physica A, 419, 470?478. https://doi.org/10.1016/j.physa.2014.10.056
R. V. Mendes et al., "No-arbitrage, leverage and completeness in a fractional volatility model", in Physica A, vol. 419, pp. 470-478, 2015
@article{mendes2015_1792907708582,
author = "Vilela Mendes, R. and Oliveira, M. J. and Meireles-Rodrigues, A.",
title = "No-arbitrage, leverage and completeness in a fractional volatility model",
journal = "Physica A",
year = "2015",
volume = "419",
number = "",
doi = "10.1016/j.physa.2014.10.056",
pages = "470-478"
}
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