Essays on derivatives pricing theory
By: Ronald C. Heynen.
Series: Tinbergen Institute research series ;; no. 94
Publisher: Thesis Publishers
Published: 1995
Place of publication: Amsterdam
Language: eng
Number of pages: 195
Subjects: Derivative securities -- Prices -- Mathematical models.
Notes: Text in English; summary in Dutch.
Includes bibliographical references (p. [179]-189).
Originally presented as the author's thesis (doctoral--Rotterdam, 1995).