Work

Option Pricing in a Fractional Brownian Motion Environment

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1286833

Author: Ciprian Necula

Institution: Bucharest University of Economic Studies

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2123422002

Cites: 8

Cited by: 120

Related to: 10