Fractional Brownian motion, random walks and binary market models
Year of publication: |
2001-07-12
|
---|---|
Authors: | Sottinen, Tommi |
Published in: |
Finance and Stochastics. - Springer. - Vol. 5.2001, 3, p. 343-355
|
Publisher: |
Springer |
Subject: | Fractional Brownian motion | random walk | stock price model | binary market model |
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