Option Pricing in Fractional Brownian Markets /
The scientific debate of recent years about option pricing with respect to fractional Brownian motion was focused on the feasibility of the no arbitrage pricing approach. As the unrestricted fractional market setting allows for arbitrage, the conventional reasoning is that fractional Brownian motion...
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Heidelberg :
Springer Verlag,
2009
Heidelberg : [2009], ©2009 Heidelberg : c2009 Heidelberg : 2009 |
| Series: | Lecture notes in economics and mathematical systems ;
622 Lecture notes in economics and mathematical systems ; 622 Lecture notes in economics and mathematical systems ; v. 622 Lecture notes in economics and mathematical systems 622 |
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Internet
University of Chicago
| Call Number: |
HB195.L4911 no.622 |
|---|
Massachusetts Institute of Technology
| Call Number: |
QA274.75.R68 2009 |
|---|
Harvard University
| Call Number: |
HB74.M3 L4 vol.622 |
|---|
Duke University
| Call Number: |
T57.6.A1 L438 v.622 |
|---|
Cornell University
| Call Number: |
QA274.75 .R68 2009 |
|---|
Princeton University
| Call Number: |
QA274.75 .R68 2009 |
|---|
Columbia University
| Call Number: |
QA274.75 .R68 2009g |
|---|
University of Pennsylvania
| Call Number: |
QA274.75 .R68 2009 |
|---|