Geodesic
The absence of arbitrage in a model with fractal Brownian motion
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 54 (1999) no. 4, pp. 847-848

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     author = {Yu. A. Kuznetsov},
     title = {The absence of arbitrage in a model with fractal {Brownian} motion},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {847--848},
     publisher = {mathdoc},
     volume = {54},
     number = {4},
     year = {1999},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_1999_54_4_a15/}
}
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Yu. A. Kuznetsov. The absence of arbitrage in a model with fractal Brownian motion. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 54 (1999) no. 4, pp. 847-848. http://geodesic.mathdoc.fr/item/RM_1999_54_4_a15/