Regulated Fractional Brownian Motion With Applications To Option Pricing
Download and Read Regulated Fractional Brownian Motion With Applications To Option Pricing full books in PDF, ePUB, and Kindle. Read online free Regulated Fractional Brownian Motion With Applications To Option Pricing ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Regulated Fractional Brownian Motion with Applications to Option Pricing
| Author | : Micah S. Allred |
| Publisher | : |
| Total Pages | : 60 |
| Release | : 2003 |
| Genre | : Fractional calculus |
| ISBN | : |
Download Regulated Fractional Brownian Motion with Applications to Option Pricing Book in PDF, Epub and Kindle
Regulated Fractional Brownian Motion with Applications to Option Pricing Related Books
Language: en
Pages: 60
Pages: 60
Type: BOOK - Published: 2003 - Publisher:
Language: en
Pages: 137
Pages: 137
Type: BOOK - Published: 2009-08-29 - Publisher: Springer
Mandelbrot and van Ness (1968) suggested fractional Brownian motion as a parsimonious model for the dynamics of ?nancial price data, which allows for dependence
Language: en
Pages: 138
Pages: 138
Type: BOOK - Published: 2006 - Publisher:
Language: en
Pages: 22
Pages: 22
Type: BOOK - Published: 2005 - Publisher:
We study the estimation of volatility using the Fractional Brownian Motion (FBM) to model asset returns. Then, we price some European options using a Black-Scho
Language: en
Pages: 656
Pages: 656
Type: BOOK - Published: 2012 - Publisher:
