Non-Gaussian Merton-Black-Scholes theory
By: Svetlana I. Boyarchenko, Sergei Z. Levendorskiĭ.
Contributors: Levendorskiĭ, Serge, 1951-
Series: Advanced series on statistical science & applied probability ;; v.9; Advanced series on statistical science & applied probability ;; v. 9.
Publisher: World Scientific; World Scientific Publishing Co Pte Ltd
Published: 2002
Place of publication: Singapore; River Edge, NJ
Language: eng
Number of pages: 398
Subjects: Finance -- Mathematical models.
Notes: Invcludes bibliographical references (p. 385-392) and index.