Rostek, Stefan.

Option pricing in fractional Brownian Markets [electronic resource] / by Stefan Rostek. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2009. - 147 pages : illustrations, digital. - Lecture notes in economics and mathematical systems, 622 0075-8442 ; .

9783642003318


Options (Finance)--Prices--Mathematical models.
Brownian motion processes.
Quantitative Finance.
Financial Economics.
Finance /Banking.

332.645