browning boss (ballistic optimizing
General:
Name: browning boss (ballistic optimizing
Format: pdf
Size: 1.45 MB
Book:
Title: Option Pricing in Fractional Brownian Markets
Author: S. Rostek
Language: polski
Year: 9783
Subjects: N/A
Publisher: Wydawnictwo: Springer
ISBN: 9783642003301
Total pages: 10
Description:
The scientific debate of recent years about option pricing with respect to fractional Brownian motion was focused on the feasibility of the no arbitrage pricing approach. As the unrestricted fractional market setting allows for arbitrage, the conventional reasoning is that fractional Brownian motion does not qualify for modeling price process. 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 participa
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