【作者(必填)】Bayraktar, Erhan, and H. Vincent Poor

【文题(必填)】Arbitrage in fractal modulated Black–Scholes models when the volatility is stochastic

【年份(必填)】2005

【全文链接或数据库名称(选填)】 International Journal of Theoretical and Applied Finance 8.03 (2005): 283-300.http://www.worldscientific.com/doi/abs/10.1142/S0219024905003037