Stochastic models and option values
Subtitle: applications to resources, environment, and investment problems
By: edited by Diderik Lund and Bernt Øksendal.
Contributors: Lund, Diderik.; Øksendal, B. K. 1945-; Universitetet i Oslo. Socialøkonomisk institutt. Senter for anvendt forskning.
Series: Contributions to economic analysis ;; 200
Publisher: North-Holland; Distributors for the United States and Canada Elsevier Science Pub.
Published: 1991
Place of publication: Amsterdam; New York; New York, NY, U.S.A
Language: eng
Number of pages: 301
Subjects: Investments -- Mathematical models -- Congresses.; Finance -- Mathematical models -- Congresses.; Options (Finance) -- Mathematical models -- Congresses.; Stochastic processes -- Congresses.
Notes: Papers presented at a conference organized by the Centre for Applied Research at the Department of Economics, University of Oslo, and held at Loen, Norway in 1989.
Includes bibliographical references and indexes.