Tolerance to arbitrage: inclusion of fractional Brownian motion to model stock price fluctuations.

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Creator: 

Salopek, Donna Mary

Date: 

1997

Subject: 

Arbitrage -- Econometric Models
Brownian Motion Processes
Prices

Language: 

English

Publisher: 

Carleton University

Thesis Degree Name: 

Doctor of Philosophy: 
Ph.D.

Thesis Degree Level: 

Doctoral

Thesis Degree Discipline: 

Mathematics and Statistics

Parent Collection: 

Theses and Dissertations

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