Fractional processes as models in stochastic finance
Christian Bender, Tommi Sottinen, and Esko Valkeila
| Year of publication: |
2011
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|---|---|
| Authors: | Bender, Christian ; Sottinen, Tommi ; Valkeila, Esko |
| Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 75-103
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| Subject: | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Hedging | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008991326