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Option pricing in fractional Brownia...

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Rostek, Stefan.

Option pricing in fractional Brownian Markets

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Option pricing in fractional Brownian Marketsby Stefan Rostek.
作者:	Rostek, Stefan.
出版者:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2009.
面頁冊數:	147 p. :ill., digital ;24 cm.
叢書名:	Lecture notes in economics and mathematical systems,
Contained By:	Springer eBooks
標題:	Options (Finance)Prices
電子資源:	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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