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Non-Gaussian Merton-Black-Scholes theory

by Boyarchenko, Svetlana I.

Additional authors: Levendorski�i, Serge, -- 1951- | ebrary, Inc.

Series: Advanced series on statistical science & applied probability ; . v. 9 Published by : World Scientific, (Singapore ; | River Edge, NJ :) Physical details: xxi, 398 p. : ill.

Subject(s): Finance -- Mathematical models. | Electronic books.

Year: 2002

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10201325
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Invcludes bibliographical references (p. 385-392) and index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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