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dc.contributor.author
Cheridito, Patrick
dc.contributor.supervisor
Delbaen, Freddy
dc.contributor.supervisor
Embrechts, Paul
dc.date.accessioned
2017-06-13T03:09:22Z
dc.date.available
2017-06-13T03:09:22Z
dc.date.issued
2001
dc.identifier.uri
http://hdl.handle.net/20.500.11850/145328
dc.identifier.doi
10.3929/ethz-a-004218205
dc.format
application/pdf
dc.language.iso
en
dc.publisher
ETH Zürich
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
WIENER-PROZESSE + BROWNSCHE BEWEGUNG (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
ARBITRAGETHEORIE (OPERATIONS RESEARCH)
dc.subject
OPTIONEN (FINANZEN)
dc.subject
WIENER PROCESSES + BROWNIAN MOTION (PROBABILITY THEORY)
dc.subject
ARBITRAGE THEORY (OPERATIONS RESEARCH)
dc.subject
OPTIONS (FINANCE)
dc.title
Regularizing fractional Brownian motion with a view towards stock price modelling
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
123 S.
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.notes
Diss., Mathematische Wissenschaften ETH Zürich, Nr. 14051, 2001.
ethz.identifier.diss
14051
ethz.identifier.nebis
004218205
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
03440 - Delbaen, Freddy
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
03440 - Delbaen, Freddy
ethz.date.deposited
2017-06-13T03:09:31Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a3dee0d765501
ethz.ecolpid
eth:24223
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-13T03:55:58Z
ethz.rosetta.lastUpdated
2021-02-14T15:33:11Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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