Non-Gaussian Merton-Black-Scholes Theory

Non-Gaussian Merton-Black-Scholes Theory

by: Boyarchenko, Svetlana I.; Levendorskii, Sergei Z

Publisher: World Scientific Publishing Company ( 2002-03-28 )

ISBN-13: 9789810249441

e-ISBN-13: 9789812777485

ISBN-10: 9810249446

Language: English

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