Pricing of derivatives on mean-rever...
SpringerLink (Online service)

 

  • Pricing of derivatives on mean-reverting assets
  • Record Type: Electronic resources : Monograph/item
    Title/Author: Pricing of derivatives on mean-reverting assets/ by Bjorn Lutz.
    Author: Lutz, Bjorn.
    Published: Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg, : 2010.,
    Description: xviii, 137 p. :ill., digital ; : 24 cm.;
    Series: Lecture notes in economics and mathematical systems,
    Contained By: Springer eBooks
    Subject: Quantitative Finance. -
    Online resource: http://dx.doi.org/10.1007/978-3-642-02909-7
    ISBN: 9783642029097 (electronic bk.)
Multimedia
Reviews
Export
pickup library
 
 
Change password
Login