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Financial markets : stochastic analysis and the pricing of derivative securities /

Bibliographic Details
Main Author: Melʹnikov, A. V., 1953-
Format: Book
Language:English
Published: Providence, R.I. : American Mathematical Society, [1999]
Series:Translations of mathematical monographs ; v. 184.
Subjects:
Derivative securities > Prices > Mathematical models.
Options (Finance) > Prices > Mathematical models.
Description
Physical Description:xiv, 133 pages : illustrations ; 26 cm.
Bibliography:Includes bibliographical references (pages 129-130) and index.
ISBN:0821810820 (alk. paper)