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Option pricing in fractional Brownian Markets [electronic resource] / by Stefan Rostek.

By: Contributor(s): Series: Lecture notes in economics and mathematical systems ; 622Publication details: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009.Description: 147 pages : illustrations, digitalISBN:
  • 9783642003318
Subject(s): DDC classification:
  • 332.645 22
Online resources: In: Springer eBooks
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