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, c2004

• : [hardcover]

Note

Corrected 8th printing, 2008: With description, "Acknowledgment added in second printing, February 2008"-- p. viii

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

Details

• NCID: BD06370347
• ISBN:
  • 9780387401010
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xix, 550 p.
• Size: 25 cm
• Classification:
  • DC22 : 332.0151922
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Stochastic analysis
• Parent Bibliography ID:
  • BA37506339