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Option pricing in fractional Brownia...

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Rostek, Stefan.

Option pricing in fractional Brownian Markets

Record Type:	Electronic resources : Monograph/item
Title/Author:	Option pricing in fractional Brownian Marketsby Stefan Rostek.
Author:	Rostek, Stefan.
Published:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2009.
Description:	147 p. :ill., digital ;24 cm.
Series:	Lecture notes in economics and mathematical systems,
Contained By:	Springer eBooks
Subject:	Options (Finance)Prices
Online resource:	http://libsw.nuk.edu.tw:81/login?url=http://dx.doi.org/10.1007/978-3-642-00331-8
ISBN:	9783642003318 (electronic bk.)

Option pricing in fractional Brownian Markets
Rostek, Stefan.

Option pricing in fractional Brownian Markets[electronic resource] /by Stefan Rostek. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2009. - 147 p. :ill., digital ;24 cm. - Lecture notes in economics and mathematical systems,6220075-8442 ;.

ISBN: 9783642003318 (electronic bk.)Subjects--Topical Terms:

224204
Options (Finance)
--Prices

Dewey Class. No.: 332.645

Option pricing in fractional Brownian Markets
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020 $a 9783642003301 (paper)
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082 0 4 $a 332.645 $2 22
090 $a QA274.75 $b .R839 2009
100 1 $a Rostek, Stefan. $3 348141
245 1 0 $a Option pricing in fractional Brownian Markets $h [electronic resource] / $c by Stefan Rostek.
260 # $a Berlin, Heidelberg : $c 2009. $b Springer-Verlag Berlin Heidelberg,
300 $a 147 p. : $b ill., digital ; $c 24 cm.
440 0 $a Lecture notes in economics and mathematical systems, $x 0075-8442 ; $v 622
650 # 0 $a Options (Finance) $x Prices $x Mathematical models. $3 224204
650 # 0 $a Brownian motion processes. $3 183837
650 1 4 $a Economics/Management Science. $3 273684
650 2 4 $a Quantitative Finance. $3 274071
650 2 4 $a Financial Economics. $3 274377
650 2 4 $a Finance /Banking. $3 274848
710 2 # $a SpringerLink (Online service) $3 273601
773 0 # $t Springer eBooks
856 4 0 $u http://libsw.nuk.edu.tw:81/login?url=http://dx.doi.org/10.1007/978-3-642-00331-8
950 $a Business and Economics (Springer-11643)

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EB QA274.75 R839 2009

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http://libsw.nuk.edu.tw:81/login?url=http://dx.doi.org/10.1007/978-3-642-00331-8

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