Publication: Fractional brownian motion in finance from arbitrage point of view
Files
Program
Mathematics
KU-Authors
KU Authors
Co-Authors
Authors
Akçay, Zeynep
Advisor
Çağlar, Mine
Publication Date
2007
Language
English
Type
Thesis
Journal Title
Journal ISSN
Volume Title
Abstract
Description
72 l. 30 cm.
Source:
Publisher:
Koç University
Keywords:
Subject
Finance, Arbitrage, Stocks, Prices, Mathematical models