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Methods of mathematical finance /

Karatzas, Ioannis

Methods of mathematical finance / Ioannis Karatzas and Steven E. Shreve. - New York : Springer-Verlag, 1998. - 407 p. : ill. ; 24 cm. - Applications of mathematics ; v. 39 .

p. 371-402.

ISBN: 0387948392

LCCN: 98-14284

Subjects--Topical Terms:
Business mathematics
Finance--Mathematical models
Brownian motion processes
Contingent valuation

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