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Number Cited by Other Article(s)
1
No arbitrage and lead–lag relationships. Stat Probab Lett 2019. [DOI: 10.1016/j.spl.2019.06.006] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
2
Peyre R. Fractional Brownian motion satisfies two-way crossing. BERNOULLI 2017. [DOI: 10.3150/16-bej858] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
3
Czichowsky C, Schachermayer W. Portfolio optimisation beyond semimartingales: Shadow prices and fractional Brownian motion. ANN APPL PROBAB 2017. [DOI: 10.1214/16-aap1234] [Citation(s) in RCA: 23] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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