Variable step random walks, self-similar distributions and pricing of options

Proceedings of SPIE - The International Society for Optical Engineering

Volumn 5848, Issue , 2005, Pages 131-139

  Gunaratne, Gemunu H ^a   McCauley, Joseph L ^a  

^a University of Houston   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY MARKETS; PRICING FORMULAE;

ECONOMICS; FINANCE; HEURISTIC METHODS; MARKETING;

COST EFFECTIVENESS;

EID: 28444478073     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.618948     Document Type: Conference Paper

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