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Option Pricing in Fractional Brownian Markets [electronic resource] / by Stefan Rostek.

By: Rostek, Stefan.
Contributor(s): SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Lecture Notes in Economics and Mathematical Systems, 622.Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009Description: digital.ISBN: 9783642003318.Subject(s): Economics | Finance | Banks and banking | Economics/Management Science | Finance /Banking | Financial Economics | Quantitative FinanceOnline resources: Click here to access online In: Springer eBooks
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