Continuous stochastic calculus with applications to finance

Author(s)

• Meyer, Michael (Michael J.)

Bibliographic Information

Continuous stochastic calculus with applications to finance

Michael Meyer

（Applied mathematics / ed. R.J. Knops, 17）

Chapman & Hall/CRC, c2001

Note

Includes bibliographical references (p. 313) and index

Details

• NCID: BA50417980
• ISBN:
  • 1584882344
• LCCN: 00064361
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boca Raton, Fla.
• Pages/Volumes: xvi, 319 p.
• Size: 24 cm
• Classification:
  • LCC : HG173
  • DC21 : 332/.01/5118
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Stochastic analysis
• Parent Bibliography ID:
  • BA48104086