Selfsimilar Additive Processes and Financial Modeling

Proceedings of the IASTED International Conference on Financial Engineering and Applications

Volumn , Issue , 2003, Pages 88-92

  Nolder, Craig A ^a  

^a FLORIDA STATE UNIVERSITY   (United States)

Author keywords

Option pricing; Selfsimilar additive processes

Indexed keywords

FUNCTIONS; MARKOV PROCESSES; MATHEMATICAL MODELS; PROBABILITY; STATISTICAL METHODS; STOCHASTIC PROGRAMMING;

FINANCIAL MODELING; OPTION PRICING; SELFSIMILAR ADDITIVE PROCESSES;

FINANCIAL DATA PROCESSING;

EID: 1542432698     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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