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Option Pricing in Fractional Brownian Markets
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Product Description: Mandelbrot and van Ness (1968) suggested fractional Brownian motion as a parsimonious model for the dynamics of ?nancial price data, which allows for dependence between returns over time. Starting with Rogers(1997) there is an ongoing dispute on the proper usage of fractional Brownian motion in option pricing theory...read more
By Stefan Rostek
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9783642003301 | Springer Verlag, June 1, 2009, cover price $119.00 | About this edition: Mandelbrot and van Ness (1968) suggested fractional Brownian motion as a parsimonious model for the dynamics of ?
9780139184673, titled "Three Genres: The Writing of Poetry, Fiction, and Drama" | 5th edition (Prentice Hall, November 1, 1992), cover price $31.12 | also contains Three Genres: The Writing of Poetry, Fiction, and Drama | About this edition: For introductory courses in creative writing of poetry, fiction, and drama.

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