Random processes in physics and finance

Author(s)

• Lax, Melvin J.
• Cai, Wei
• Xu, Min

Bibliographic Information

Random processes in physics and finance

Melvin Lax, Wei Cai, Min Xu

Oxford University Press, 2013, c2006

• : pbk

Note

Originally published: 2006

Includes bibliographical references and index

Details

• NCID: BB14159721
• ISBN:
  • 9780199673803
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford
• Pages/Volumes: xiii, 327 p.
• Size: 24 cm
• Classification:
  • DC23 : 530.15828
• Subject Headings:
  • LCSH : Stochastic processes
  • LCSH : Finance -- Statistical methods