Non-Gaussian Merton-Black-Scholes theory:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New Jersey [u.a.]
World Scientific
2002
|
| Series: | Advanced series on statistical science & applied probability
9 |
| Subjects: | |
| Item Description: | Invcludes bibliographical references (p. 385-392) and index |
| Physical Description: | XXI, 398 S. graph. Darst. |
| ISBN: | 9810249446 |
Staff View
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| id | DE-604.BV014701479 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T19:05:14Z |
| institution | BVB |
| isbn | 9810249446 |
| language | English |
| lccn | 2002510652 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009967964 |
| oclc_num | 614699443 |
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| owner_facet | DE-19 DE-BY-UBM DE-91G DE-BY-TUM DE-384 |
| physical | XXI, 398 S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | World Scientific |
| record_format | marc |
| series | Advanced series on statistical science & applied probability |
| series2 | Advanced series on statistical science & applied probability |
| spelling | Boyarchenko, Svetlana Verfasser aut Non-Gaussian Merton-Black-Scholes theory Svetlana I. Boyarchenko ; Sergei Z. Levendorskiĭ New Jersey [u.a.] World Scientific 2002 XXI, 398 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advanced series on statistical science & applied probability 9 Invcludes bibliographical references (p. 385-392) and index Finance rasuqam Finances - Modèles mathématiques Finanças (modelos matemáticos) larpcal Modèle mathématique rasuqam Option (Finances) rasuqam Processos estocasticos larpcal Processos gaussianos larpcal Mathematisches Modell Finance Mathematical models Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 s DE-604 Levendorskij, Sergej Z. 1951- Verfasser (DE-588)13349876X aut Advanced series on statistical science & applied probability 9 (DE-604)BV011932321 9 |
| spellingShingle | Boyarchenko, Svetlana Levendorskij, Sergej Z. 1951- Non-Gaussian Merton-Black-Scholes theory Advanced series on statistical science & applied probability Finance rasuqam Finances - Modèles mathématiques Finanças (modelos matemáticos) larpcal Modèle mathématique rasuqam Option (Finances) rasuqam Processos estocasticos larpcal Processos gaussianos larpcal Mathematisches Modell Finance Mathematical models Black-Scholes-Modell (DE-588)4206283-4 gnd |
| subject_GND | (DE-588)4206283-4 |
| title | Non-Gaussian Merton-Black-Scholes theory |
| title_auth | Non-Gaussian Merton-Black-Scholes theory |
| title_exact_search | Non-Gaussian Merton-Black-Scholes theory |
| title_full | Non-Gaussian Merton-Black-Scholes theory Svetlana I. Boyarchenko ; Sergei Z. Levendorskiĭ |
| title_fullStr | Non-Gaussian Merton-Black-Scholes theory Svetlana I. Boyarchenko ; Sergei Z. Levendorskiĭ |
| title_full_unstemmed | Non-Gaussian Merton-Black-Scholes theory Svetlana I. Boyarchenko ; Sergei Z. Levendorskiĭ |
| title_short | Non-Gaussian Merton-Black-Scholes theory |
| title_sort | non gaussian merton black scholes theory |
| topic | Finance rasuqam Finances - Modèles mathématiques Finanças (modelos matemáticos) larpcal Modèle mathématique rasuqam Option (Finances) rasuqam Processos estocasticos larpcal Processos gaussianos larpcal Mathematisches Modell Finance Mathematical models Black-Scholes-Modell (DE-588)4206283-4 gnd |
| topic_facet | Finance Finances - Modèles mathématiques Finanças (modelos matemáticos) Modèle mathématique Option (Finances) Processos estocasticos Processos gaussianos Mathematisches Modell Finance Mathematical models Black-Scholes-Modell |
| volume_link | (DE-604)BV011932321 |
| work_keys_str_mv | AT boyarchenkosvetlana nongaussianmertonblackscholestheory AT levendorskijsergejz nongaussianmertonblackscholestheory |