Tolerance to arbitrage: inclusion of fractional Brownian motion to model stock price fluctuations.
| Autor: | Salopek, Donna Mary. Carleton University. Dissertation. Mathematics and Statistics. |
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| Jazyk: | angličtina |
| Rok vydání: | 1997 |
| Zdroj: | ProQuest Full Text. |
| Popis: | Thesis (Ph. D.)--Carleton University, 1997. Also available in electronic format on the Internet. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
| Externí odkaz: |
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