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
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: Includes bibliographical references (p. 675-709) and indexes.