Introduction to Option Pricing Theory /

Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the development of the mathematical theory of finance. This work examines, in some detail, that part of stochastic finance pertaining to option pricing...

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Bibliographic Details

Main Author:	Kallianpur, G.
Corporate Author:	SpringerLink (Online service)
Other Authors:	Karandikar, Rajeeva L.
Format:	eBook
Language:	English
Published:	Boston, MA : Birkhäuser Boston : Imprint : Birkhäuser, 2000.
Subjects:	Mathematics. Distribution (Probability theory) Economics > Statistics. Economics. Electronic books. Statistics.
Online Access:	Connect to the full text of this electronic book