Regularizing fractional Brownian motion with a view towards stock price modelling
by Patrick Cheridito
| Year of publication: |
2001 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Cheridito, Patrick (contributor) |
| Publisher: |
Zürich : ETH |
| Subject: | Börsenkurs | Share price | Arbitrage Pricing | Arbitrage pricing | Stochastischer Prozess | Stochastic process | Theorie | Theory |
freely available
| Extent: | Online-Ressource, VIII, 121 p., text |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Zürich, Univ., Diss., 2001 |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Other identifiers: | 10.3929/ethz-a-004218205 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001674081