Non-Gaussian Merton-Black-Scholes theory
Svetlana I. Boyarchenko ; Sergei Z. Levendorskii
| Year of publication: |
2002
|
|---|---|
| Authors: | Bojarčenko, Svetlana I. ; Levendorskij, Sergej Z. |
| Publisher: |
New Jersey [u.a.] : World Scientific |
| Subject: | Optionspreistheorie | Nichtgaußscher Prozess | Black-Scholes-Modell |
| Extent: | XXI, 398 S. : graph. Darst. |
|---|---|
| Series: | Advanced series on statistical science & applied probability. - Hackensack, NJ [u.a.] : World Scientific. - Vol. 9 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 981-02-4944-6 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004814649