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Regularizing fractional Brownian motion with a view towards stock price modelling
| Metadata Label | Value |
|---|---|
| Author(s): | Cheridito, Patrick |
| Publisher: | Unknown |
| Citation: | Cheridito, Patrick. Regularizing fractional Brownian motion with a view towards stock price modelling. (2001). http://dx.doi.org/10.3929/ethz-a-004218205 |
| Document Type: | Doctoral and Habilitation Theses |
| Documents: |
Abstract
(81.04KB),
Fulltext
(3.54MB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | Regularizing fractional Brownian motion with a view towards stock price modelling |
| Author(s) | Cheridito, Patrick |
| Publication Place | Zürich |
| Publication Date | 2001 |
| Notes | Diss., Mathematische Wissenschaften ETH Zürich, Nr. 14051, 2001 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-004218205 |
| Subject(s) | Mathematical Statistics |
| Keyword(s) |
WIENER PROCESSES BROWNIAN MOTION PROBABILITY THEORY ARBITRAGE THEORY OPTIONS STOCK EXCHANGE OPTION PRICING |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Abstract |
eth-24223-01.pdf |
application/pdf | 81.04KB |
| Fulltext |
eth-24223-02.pdf |
application/pdf | 3.54MB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=004218205 |
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E-Collection record created: Fri, 18 Apr 2008, 22:57:03 CET