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Rostek, Stefan's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
233 |
Total
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1.
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Rostek, Stefan
University of Tuebingen - Faculty of Economics and Business Administration Schoebel, Rainer
University of Tuebingen - Faculty of Economics and Social Sciences
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82
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Fractional Brownian Motion, Closed-Form Solution, Conditional Expectation, Pricing Equilibrium, Risk Aversion
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Rostek, Stefan
University of Tuebingen - Faculty of Economics and Business Administration Schoebel, Rainer
University of Tuebingen - Faculty of Economics and Social Sciences
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80
(156,582)
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Fractional Brownian Motion, Wick-Itô Calculus, Fractional Stratonovich Calculus, Dynamic Incompleteness
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3.
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Rostek, Stefan
University of Tuebingen - Faculty of Economics and Business Administration
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06 Mar 12
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Last Revised:
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26 Oct 12
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71
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closed-form solution, equilibrium model, fractional Brownian motion, jump-diffusion
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3
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