1 option
Option Pricing in Fractional Brownian Markets / Stefan Rostek.
Van Pelt Library QA274.75 .R68 2009
Available
- Format:
- Book
- Author/Creator:
- Rostek, Stefan.
- Series:
- Lecture notes in economics and mathematical systems ; v. 622.
- Language:
- English
- Subjects (All):
- Brownian motion processes.
- Options (Finance)--Prices--Mathematical models.
- Options (Finance).
- Physical Description:
- xiv, 137 pages : illustrations ; 24 cm.
- Place of Publication:
- Heidelberg : Springer Verlag, 2009.
- Notes:
- Includes bibliographical references.
- ISBN:
- 9783642003301
- 3642003303
- OCLC:
- 310400952
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