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Stefan Rostek · Study
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Author
Stefan Rostek
3 works
· latest 2014
· 2 institutions
cluster: provisional
ORCID 0000-0002-4441-0883
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Citations
202
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Most cited in this library
A note on the use of fractional Brownian motion for financial modeling
2012 · 106 citations
Option Pricing in Fractional Brownian Markets
2009 · 68 citations
Modeling loss given default with stochastic collateral
2014 · 28 citations
Works
3 shown
Modeling loss given default with stochastic collateral
Economic Modelling
·
2014
·
2 authors
28
citations
A note on the use of fractional Brownian motion for financial modeling
Economic Modelling
·
2012
·
2 authors
106
citations
Option Pricing in Fractional Brownian Markets
Lecture notes in economics and mathematical systems
·
2009
·
1 author
·
book
68
citations