Publication: Fractional brownian motion in finance from arbitrage point of view
dc.contributor.advisor | Çağlar, Mine | |
dc.contributor.advisorid | 0000-0001-9452-5251 | |
dc.contributor.author | Akçay, Zeynep | |
dc.contributor.institute | Koç University Graduate School of Sciences and Engineering | |
dc.contributor.program | Mathematics | |
dc.contributor.yokid | 105131 | |
dc.date.accessioned | 2024-11-09T21:50:27Z | |
dc.date.issued | 2007 | |
dc.description | 72 l. 30 cm. | |
dc.identifier.uri | https://hdl.handle.net/20.500.14288/4151 | |
dc.language | English | |
dc.publisher | Koç University | |
dc.relation.collection | KU Theses and Dissertations | |
dc.rights | restrictedAccess | |
dc.rights.copyrightsnote | © All Rights Reserved. Accessible to Koç University Affiliated Users Only! | |
dc.subject | Finance | |
dc.subject | Arbitrage | |
dc.subject | Stocks, Prices, Mathematical models | |
dc.thesis.degree | Master's Degree | |
dc.thesis.grantor | İstanbul | |
dc.title | Fractional brownian motion in finance from arbitrage point of view | |
dc.type | Thesis | |
dspace.entity.type | Publication | |
relation.isAdvisorOfThesis | 5f26aa47-238a-4dfb-b304-e3ed053f45e9 | |
relation.isAdvisorOfThesis.latestForDiscovery | 5f26aa47-238a-4dfb-b304-e3ed053f45e9 |
Files
Original bundle
1 - 1 of 1