Option Pricing In Fractional Brownian Markets (Lecture Notes In Economics And Mathematical Systems)

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

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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“‘And tho’ / We are not now that strength which in old days / Moved earth and heaven, that which we are, we are. / One equal temper of heroic hearts, / Made weak by time and fate, but strong in will / To strive, to seek, to find, and not to yield.’" - Alfred, Lord Tennyson, “Ulysses"

Table of Contents

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

Author: Stefan Rostek

Pages: 152

Genre(s): Economics

Publisher: Springer

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Publication Year: 2009

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

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