Option pricing in fractional brownian markets /

Bibliographic Details
Main Author:	Rostek, Stefan
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin ; Heidelberg : Springer-Verlag, [2009]
Series:	Lecture notes in economics and mathematical systems ; 622.
Subjects:	Brownian motion processes. Options (Finance) > Prices > Mathematical models. Electronic books.
Online Access:	Connect to the full text of this electronic book

Description
Item Description:	Electronic resource.
Bibliography:	Includes bibliographical references.
ISBN:	3642003311 9783642003318
DOI:	10.1007/978-3-642-00331-8