Option Pricing in Fractional Brownian Markets: 622 (Lecture Notes in Economics and Mathematical Systems)

Option Pricing in Fractional Brownian Markets: 622 (Lecture Notes in Economics and Mathematical Systems)

by StefanRostek (Author)

Synopsis

In this book, the author points out that arbitrage can only be excluded in case that market prices move at least slightly faster than any market participant can react.

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10 in stock

More Information

Format: Paperback
Pages: 152
Edition: 2009
Publisher: Springer
Published: 04 May 2009

ISBN 10: 3642003303
ISBN 13: 9783642003301