On arbitage and Markovian short rates for fractional bond markets

Gapeev, P. V.ORCID logo (2004). On arbitage and Markovian short rates for fractional bond markets. Statistics and Probability Letters, 70(3), 211-222. https://doi.org/10.1016/j.spl.2004.10.008
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Item Type Article
Copyright holders © 2004 Elsevier B.V.
Departments LSE > Academic Departments > Mathematics
DOI 10.1016/j.spl.2004.10.008
Date Deposited 29 Jan 2008
URI https://researchonline.lse.ac.uk/id/eprint/3216

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