A note on the use of fractional Brownian motion for financial modeling

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dc.contributor.author Schöbel, Rainer
dc.contributor.author Rostek, Stefan
dc.date.accessioned 2013-07-30T14:42:20Z
dc.date.available 2013-07-30T14:42:20Z
dc.date.issued 2013
dc.identifier.issn 0264-9993
dc.identifier.uri http://hdl.handle.net/10900/36297
dc.language.iso en en
dc.publisher Elsevier Science Bv de_DE
dc.relation.uri http://dx.doi.org/10.1016/j.econmod.2012.09.003 de_DE
dc.rights info:eu-repo/semantics/closedAccess
dc.subject.ddc 330 de_DE
dc.title A note on the use of fractional Brownian motion for financial modeling de_DE
dc.type Artikel de_DE
utue.quellen.id 20130315161744_00255 de_DE
utue.publikation.seiten 30-35 de_DE
utue.personen.roh Rostek, S.
utue.personen.roh Schoebel, R.
dcterms.isPartOf.ZSTitelID Economic Modelling de_DE
dcterms.isPartOf.ZS-Volume 30 de_DE
utue.fakultaet 06 Wirtschafts- und sozialwissenschaftliche Fakultät de_DE


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