Martingale methods in financial modelling
Marek Musiela ; Marek Rutkowski
| Year of publication: |
1997
|
|---|---|
| Authors: | Musiela, Marek ; Rutkowski, Marek |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Optionspreistheorie |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XII, 512 S. |
|---|---|
| Series: | Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control. - Berlin ; Heidelberg [u.a.] : Springer, ISSN 0172-4568. - Vol. 36 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 3-540-61477-X |
| Classification: | Finanzwissenschaft |
| Source: |
Persistent link: https://www.econbiz.de/10004317444