On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications.

Wong, Bernard

Journal of Applied Mathematics and Stochastic Analysis (2009)

  • Volume: 2009, page Article ID 215817, 16 p.-Article ID 215817, 16 p.
  • ISSN: 2090-3332

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Wong, Bernard. "On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications.." Journal of Applied Mathematics and Stochastic Analysis 2009 (2009): Article ID 215817, 16 p.-Article ID 215817, 16 p.. <http://eudml.org/doc/231448>.

@article{Wong2009,
author = {Wong, Bernard},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
language = {eng},
pages = {Article ID 215817, 16 p.-Article ID 215817, 16 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications.},
url = {http://eudml.org/doc/231448},
volume = {2009},
year = {2009},
}

TY - JOUR
AU - Wong, Bernard
TI - On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2009
PB - Hindawi Publishing Corporation, New York
VL - 2009
SP - Article ID 215817, 16 p.
EP - Article ID 215817, 16 p.
LA - eng
UR - http://eudml.org/doc/231448
ER -

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