Continuous-time finance
By: Robert C. Merton ; foreword by Paul A. Samuelson.
Publisher: B. Blackwell
Published: 1990
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 700
Subjects: Finance -- Mathematical models; Investments -- Mathematical models; Portfolio management -- Mathematical models; Options (Finance) -- Mathematical models; Finance, Public -- Mathematical models
Notes: Includes bibliographical references (p. [649]-678) and index.