Rostek, Stefan
Option Pricing in Fractional Brownian Markets
Table of contents
2. Introduction
Stefan Rostek
3. Fractional Integration Calculus
Stefan Rostek
4. Fractional Binomial Trees
Stefan Rostek
5. Characteristics of the Fractional Brownian Market:Arbitrage and Its Exclusion
Stefan Rostek
6. Risk Preference Based Option Pricing in a Continuous Time Fractional Brownian Market
Stefan Rostek
7. Risk Preference Based Option Pricing in the Fractional Binomial Setting
Stefan Rostek
8. Conclusion
Stefan Rostek
Nyckelord: Economics/Management Science, Quantitative Finance, Financial Economics, Finance /Banking
- Författare
- Rostek, Stefan
- Utgivare
- Springer
- Utgivningsår
- 2009
- Språk
- en
- Utgåva
- 1
- Serie
- Lecture Notes in Economics and Mathematical Systems
- Sidantal
- 10 sidor
- Kategori
- Ekonomisk
- Format
- E-bok
- eISBN (PDF)
- 9783642003318
