Non-Gaussian Merton-Black-Scholes theory

Author(s)

• Boyarchenko, Svetlana I.
• Levendorskiĭ, Sergei Z.

Bibliographic Information

Non-Gaussian Merton-Black-Scholes theory

Svetlana I. Boyarchenko, Sergei Z. Levendorskiĭ

（Advanced series on statistical science & applied probability, v. 9）

World Scientific, c2002

Note

Bibliography: p. 385-392

includes index

Details

• NCID: BA57100916
• ISBN:
  • 9810249446
• Country Code: si
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Singapore
• Pages/Volumes: xxi, 398 p.
• Size: 23 cm
• Parent Bibliography ID:
  • BA33310299