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Option pricing in fractional Brownia...

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Option pricing in fractional Brownian Markets

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Option pricing in fractional Brownian Markets/ by 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:	Brownian motion processes. -
Online resource:	http://dx.doi.org/10.1007/978-3-642-00331-8
ISBN:	9783642003301 (paper)

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: 9783642003301 (paper)Subjects--Topical Terms:

646794
Brownian motion processes.

Dewey Class. No.: 332.645

Option pricing in fractional Brownian Markets
LDR:00753nam 2200217 a 45 001 844508
003 Springer
005 20100602
006 m d
007 cr nn 008maaau
008 100602s2009 gw j eng d
020 $a 9783642003301 (paper)
020 $a 9783642003318 (electronic bk.)
035 $a 978-3-642-00330-1
082 0 4 $a 332.645 $2 22
100 1 $a Rostek, Stefan. $3 1005483
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 Brownian motion processes. $3 646794
650 0 $a Options (Finance) $x Prices $x Mathematical models. $3 688603
650 1 4 $a Economics/Management Science. $3 890844
650 2 4 $a Finance /Banking. $3 895532
650 2 4 $a Financial Economics. $3 895543
650 2 4 $a Quantitative Finance. $3 891090
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-642-00331-8
950 $a Business and Economics (Springer-11643)

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