Option Pricing in Fractional Brownian Markets |
|
| Author:
| Rostek, Stefan |
| Series title: | Lecture Notes in Economics and Mathematical Systems Ser. |
| ISBN: | 978-3-642-00331-8 |
| Publication Date: | Apr 2009 |
| Publisher: | Springer London, Limited
|
| Book Format: | Ebook |
| List Price: | USD $119.00 |
Book Description:
|
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.
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.