On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications.
Wong, Bernard
Journal of Applied Mathematics and Stochastic Analysis, Tome 2009 (2009), / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
DOI : https://doi.org/10.1155/2009/215817
EUDML-ID : urn:eudml:doc:231448 
@article{05637166,
     title = {On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2009},
     year = {2009},
     doi = {10.1155/2009/215817},
     zbl = {1176.62103},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05637166}
}

Wong, Bernard. On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2009 (2009) . doi : 10.1155/2009/215817. http://gdmltest.u-ga.fr/item/05637166/