Non-Gaussian Merton-Black-Scholes theory / Svetlana I. Boyarchenko, Sergei Z. Levendorskii.
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| Superior document: | Advanced series on statistical science & applied probability ; v. 9 |
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| TeilnehmendeR: | |
| Year of Publication: | 2002 |
| Language: | English |
| Series: | Advanced series on statistical science & applied probability ;
v. 9. |
| Online Access: | |
| Physical Description: | xxi, 398 p. :; ill. |
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| Bibliography: | Invcludes bibliographical references (p. 385-392) and index. |
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| ISBN: | 9810249446 |
| Hierarchical level: | Monograph |
| Statement of Responsibility: | Svetlana I. Boyarchenko, Sergei Z. Levendorskii. |