Research Catalog

Option pricing in fractional Brownian markets

Title
Option pricing in fractional Brownian markets / Stefan Rostek.
Author
Rostek, Stefan.
Publication
Heidelberg : Springer Verlag, [2009], ©2009.

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Details

Description
xiv, 137 pages : illustrations; 24 cm.
Series Statement
Lecture notes in economics and mathematical systems ; 622
Uniform Title
Lecture notes in economics and mathematical systems ; 622.
Subject
  • Brownian motion processes
  • Options (Finance) > Mathematical models
Bibliography (note)
  • Includes bibliographical references (p. 135-137).
ISBN
  • 9783642003301
  • 3642003303
OCLC
  • ocn310400952
  • 310400952
  • SCSB-9060365
Owning Institutions
Columbia University Libraries