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Author
Boyarchenko, Svetlana I.
Title
Non-Gaussian Merton-Black-Scholes theory [electronic resource] / Svetlana I. Boyarchenko, Sergei Z. Levendorskii.
Imprint
Singapore ; River Edge, NJ : World Scientific, 2002.
Connect to
Available to Pittsburg State University patrons only.
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Call No.
OPAC Message
Status
Axe ProQuest E-Book
Electronic Book
---
Available
Description
xxi, 398 p. : ill.
Series
Advanced series on statistical science & applied probability ; v. 9
Advanced series on statistical science & applied probability ; v. 9.
Bibliography
Invcludes bibliographical references (p. 385-392) and index.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject
Finance -- Mathematical models.
Genre/Form
Electronic books.
Added Author
Levendorskii, Serge, 1951-
ProQuest (Firm)
ISBN
9810249446
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