Non-Gaussian Merton-Black-Scholes theory [electronic resource] / Svetlana I. Boyarchenko, Sergei Z. Levendorskiĭ.
By: Boyarchenko, Svetlana I.
Contributor(s): Levendorskii, Serge | ebrary, Inc
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Series: Advanced series on statistical science & applied probability: v. 9.Publisher: Singapore ; River Edge, NJ : World Scientific, 2002Description: xxi, 398 p. : ill. ; 23 cm.Subject(s): Finance -- Mathematical modelsGenre/Form: Electronic books.DDC classification: 519.2/3 Online resources: An electronic book accessible through the World Wide Web; click to view
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
| 519.2/3 (Browse shelf) | Available |
Invcludes bibliographical references (p. 385-392) and index.
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Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.