The economics of continuous-time finance

Author(s)

• Dumas, Bernard
• Luciano, Elisa

Bibliographic Information

The economics of continuous-time finance

Bernard Dumas and Elisa Luciano

MIT Press, c2017

Note

Includes bibliographical references (p. [595]-607) and indexes

Details

• NCID: BB24868491
• ISBN:
  • 9780262036542
• LCCN: 2016051903
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge, Mass.
• Pages/Volumes: xviii, 621 p.
• Size: 24 cm
• Classification:
  • LCC : HG106
  • DC23 : 332.01/519233
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Finance -- Econometric models