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- W2098986312 abstract "The edifice of modern finance. Fractal geometry: fascinating chapter. Market turbolence: discontinuity and scaling. Fractional brownian motion, Long-run dependence. Portfolio selection for strong fluctuatin assets. Option pricing with respect to fractional Brownian motion." @default.
- W2098986312 created "2016-06-24" @default.
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- W2098986312 date "2010-04-12" @default.
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- W2098986312 title "Option pricing with respect to the fractional Brownian motion and portfolio selection according to [alpha]-stable distribution" @default.
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