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