Option Pricing in Fractional Brownian Markets
By: by Stefan Rostek
Contributors: SpringerLink (Online service)
Series: Lecture Notes in Economics and Mathematical Systems -- 622
Publisher: Springer-Verlag Berlin Heidelberg
Published: 2009
Place of publication: Berlin, Heidelberg
Language: eng
Format: [electronic resource] /
ISBN-13: 9783642003301; 9783642003318
Subjects: Economics; Banks and banking; Finance