On hedging European options in geometric fractional Brownian motion market model

URI: http://urn.fi/URN:NBN:fi:bib:me:W00528208900
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  • On hedging European options in geometric fractional Brownian motion market model
P60049

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On hedging European options in geometric fractional Brownian motion market model

URI: http://urn.fi/URN:NBN:fi:bib:me:I00528208901
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  • Myös verkkoaineistona ISBN 978-951-22-9782-5 (PDF)
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  • On hedging European options in geometric fractional Brownian motion market model
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On hedging European options in geometric fractional Brownian motion market model

URI: http://urn.fi/URN:NBN:fi:bib:me:I00528208900
datePublished
  • 2009
identifier
  • propertyID: FI-FENNI value: 924978
  • propertyID: FI-MELINDA value: 005282089
  • propertyID: skl value: fx924978
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  • 9789512297818
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  • On hedging European options in geometric fractional Brownian motion market model
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  • 16 sivua
P60048
P60050
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  • location: Espoo organizer: Teknillinen korkeakoulu
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