Non-Gaussian Merton-Black-Scholes theory

Bibliographic Details
Main Author: Boyarchenko, Svetlana I.
Corporate Author: ProQuest (Firm)
Other Authors: Levendorskii, Serge, 1951-
Format: Electronic eBook
Language:English
Published: Singapore ; River Edge, NJ : World Scientific, 2002.
Series:Advanced series on statistical science & applied probability ; v. 9.
Subjects:
Online Access:Click to View
Description
Physical Description:xxi, 398 p. : ill.
Bibliography:Invcludes bibliographical references (p. 385-392) and index.