Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/30775
Type: Book chapter
Title: Fractional Brownian motion and financial modelling
Author: Elliott, R.
Van Der Hoek, J.
Citation: Mathematical Finance, 2001 / Kohlmann, M., Tang, S. (ed./s), pp.140-151
Publisher: Birkhauser
Publisher Place: Basel, Switzerland
Issue Date: 2001
ISBN: 3764365536
Editor: Kohlmann, M.
Tang, S.
Appears in Collections:Applied Mathematics publications
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