Continuous-time models

Author(s)

• Shreve, Steven E.

Bibliographic Information

Continuous-time models

Steven E. Shreve

（Springer finance, Textbook . Stochastic calculus for finance ; 2）

Springer, c2010

• : pbk

Note

Includes bibliographical references (p. [537]-544) and index

Details

• NCID: BB09180059
• ISBN:
  • 9781441923110
• LCCN: 2003063342
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xix, 550 p.
• Size: 24 cm
• Classification:
  • DC22 : 332.0151922
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Stochastic analysis
• Parent Bibliography ID:
  • BA37506339