  We introduce Hermite fractional financial markets, where market uncertainties
are described by multidimensional Hermite motions. Hermite markets include as
particular cases financial markets driven by multivariate fractional Brownian
motion and multivariate Rosenblatt motion. Conditions for no-arbitrage and
market completeness for Hermite markets are derived. Perpetual derivatives,
bonds forwards, and futures are priced. The corresponding partial and
partial-differential equations are derived.
