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Application of fractional Brownian motion to portfolio optimization: Sharp estimation on almost sure asymptotic behavior of Brownian polymer in fractional Brownian environment
Application of fractional Brownian motion to portfolio optimization: Sharp estimation on almost sure asymptotic behavior of Brownian polymer in fractional Brownian environmentZhang, Tao.
Purdue University ProQuest Dissertations & Theses, 2006. 3260021.





