Non-Gaussian Merton-Black-Scholes theory [electronic resource] / Svetlana I. Boyarchenko, Sergei Z. Levendorski�i.

By: Contributor(s): Series: Advanced series on statistical science & applied probability ; v. 9.Publication details: Singapore ; River Edge, NJ : World Scientific, 2002.Description: xxi, 398 p. : illSubject(s): Genre/Form: DDC classification:
  • 519.2/3 21
LOC classification:
  • HG106 .B69 2002eb
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Holdings: http://site.ebrary.com/lib/strathmore/Doc?id=10201325

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.

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