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Option pricing in fractional Brownian Markets

Rostek, Stefan.

Option pricing in fractional Brownian Markets [electronic resource] / by Stefan Rostek. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009. - 147 pages : illustrations, digital. - Lecture notes in economics and mathematical systems, 622 0075-8442 ; .

ISBN: 9783642003318

Subjects--Topical Terms:
Options (Finance)--Prices--Mathematical models.
Brownian motion processes.
Quantitative Finance.
Financial Economics.
Finance /Banking.

Dewey Class. No.: 332.645

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Option pricing in fractional Brownian Markets

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