Non-Gaussian Merton-Black-Scholes theory
Boyarchenko, Svetlana I.
Non-Gaussian Merton-Black-Scholes theory [electronic resource] / Svetlana I. Boyarchenko, Sergei Z. Levendorski�i. - Singapore ; River Edge, NJ : World Scientific, 2002. - xxi, 398 p. : ill. - Advanced series on statistical science & applied probability ; v. 9 . - Advanced series on statistical science & applied probability ; v. 9. .
Invcludes bibliographical references (p. 385-392) and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Finance--Mathematical models.
Electronic books.
HG106 / .B69 2002eb
519.2/3
Non-Gaussian Merton-Black-Scholes theory [electronic resource] / Svetlana I. Boyarchenko, Sergei Z. Levendorski�i. - Singapore ; River Edge, NJ : World Scientific, 2002. - xxi, 398 p. : ill. - Advanced series on statistical science & applied probability ; v. 9 . - Advanced series on statistical science & applied probability ; v. 9. .
Invcludes bibliographical references (p. 385-392) and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Finance--Mathematical models.
Electronic books.
HG106 / .B69 2002eb
519.2/3