Continuous-time finance
By: Robert C. Merton ; foreword by Paul A. Samuelson.
Edition: Rev. ed.
Publisher: B. Blackwell
Published: 1992
Place of publication: Cambridge, Mass; Oxford
Language: eng
Number of pages: 732
Subjects: Finance -- Mathematical models; Investments -- Mathematical models; Portfolio management -- Mathematical models; Options (Finance) -- Mathematical models; Finance, Public -- Mathematical models
Notes: Previous ed.: 1990.

Includes bibliographical references (p. [675]-709) and index.