Non-Gaussian Merton-Black-Scholes theory

CiNii Available at 23 libraries

Bibliographic Information

Title
"Non-Gaussian Merton-Black-Scholes theory"
Statement of Responsibility
Svetlana I. Boyarchenko, Sergei Z. Levendorskiĭ
Publisher
  • World Scientific
Publication Year
  • c2002
Book size
23 cm

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Notes

Bibliography: p. 385-392

includes index

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Details 詳細情報について

  • CRID
    1130000794682757888
  • NII Book ID
    BA57100916
  • ISBN
    9810249446
  • Text Lang
    en
  • Country Code
    si
  • Title Language Code
    en
  • Place of Publication
    • Singapore
  • Data Source
    • CiNii Books
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