A note on the use of fractional Brownian motion for financial modeling

dc.contributor.author	Schöbel, Rainer
dc.contributor.author	Rostek, Stefan
dc.date.accessioned	2013-07-30T14:42:20Z
dc.date.available	2013-07-30T14:42:20Z
dc.date.issued	2013
dc.identifier.issn	0264-9993
dc.identifier.uri	http://hdl.handle.net/10900/36297
dc.language.iso	en	en
dc.publisher	Elsevier Science Bv	de_DE
dc.relation.uri	http://dx.doi.org/10.1016/j.econmod.2012.09.003	de_DE
dc.rights	info:eu-repo/semantics/closedAccess
dc.subject.ddc	330	de_DE
dc.title	A note on the use of fractional Brownian motion for financial modeling	de_DE
dc.type	Article	de_DE
utue.quellen.id	20130315161744_00255	de_DE
utue.publikation.seiten	30-35	de_DE
utue.personen.roh	Rostek, S.
utue.personen.roh	Schoebel, R.
dcterms.isPartOf.ZSTitelID	Economic Modelling	de_DE
dcterms.isPartOf.ZS-Volume	30	de_DE
utue.fakultaet	06 Wirtschafts- und sozialwissenschaftliche Fakultät	de_DE