Option Pricing in Fractional Brownian Markets
Series: Lecture Notes in Economics and Mathematical Systems , Vol. 622Rostek, Stefan
2009, XIV, 137 p. 36 illus., Softcover
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As we all know, fBm cannot be used in finance, because it produces arbitrage.Therefore, fBm in finance is forb
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努力就會(huì)有結(jié)果,要成功就得努力!!!
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