Martingale methods in financial modelling /

Musiela, Marek.

Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski. - Berlin : Springer-Verlag, 1997. - xii, 512 p. : ill. ; 24 cm. - Applications of mathematics v.36. .

p. 471-506.

354061477X RM276.12


Options (Finance)--Mathematical models.
Derivative securities--Mathematical models.
Fixed--income securities--Mathematical models.
Finance--Mathematical models.

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