Non-Gaussian Merton-Black-Scholes Theory.
Year of publication: |
2002
|
---|---|
Authors: | Bojarčenko, Svetlana I. |
Other Persons: | Levendorskii, Serge Z (contributor) |
Publisher: |
Singapore : World Scientific Publishing Co Pte Ltd |
Subject: | Optionspreistheorie | Nichtgaußscher Prozess | Stochastisches Modell |
Description of contents: | Description [zbmath.org] |
Extent: | 1 online resource (421 pages) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Description based on publisher supplied metadata and other sources. |
ISBN: | 978-981-277-748-5 ; 978-981-02-4944-1 |
Source: | ECONIS - Online Catalogue of the ZBW |
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