Department of Mathematics and Systems Analysis

Current

@incollection {227, 
    author = {Valkeila, Esko},
     title = {On the Approximation of Geometric Fractional Brownian Motion},
      year = {2009},
 booktitle = {The Third Bachelier Colloquium on Mathematical Finance and Stochastic Calculus},
 publisher = {Springer Heidelberg Dordrecht},
     pages = {251--266},
    editor = {Delbaen, Freddy; Rásonyi, Miklós; Stricker, Christophe, ed.}
}

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