On the approximation of geometric fractional Brownian motion
Esko Valkeila
| Year of publication: |
2009
|
|---|---|
| Authors: | Valkeila, Esko |
| Published in: |
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift. - Berlin [u.a.] : Springer, ISBN 978-3-642-02607-2. - 2009, p. 251-266
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Ausreißer | Outliers | 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/10003948911