{"product_id":"stochastic-calculus-for-fractional-brownian-yuliya-mishura-9783540758723","title":"Stochastic Calculus for Fractional Brownian Motion and Related Processes","description":"\u003cp\u003eThis volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. It proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces different forms of the Black-Scholes equation for fractional market.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Yuliya Mishura\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3540758720\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783540758723\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 11\/30\/2007\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 398\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.35lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.20h x 6.10w x 0.90d","brand":"Yuliya Mishura","offers":[{"title":"Paperback","offer_id":49083269415167,"sku":"9783540758723","price":79.99,"currency_code":"USD","in_stock":true}],"url":"https:\/\/www.whiterainbookhouse.com\/products\/stochastic-calculus-for-fractional-brownian-yuliya-mishura-9783540758723","provider":"WR Book House","version":"1.0","type":"link"}