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Non-Gaussian Merton-Black-Scholes theory /

Boyarchenko, Svetlana I.

Non-Gaussian Merton-Black-Scholes theory / Svetlana I. Boyarchenko, Sergei Z. Levendorskii - Singapore : World Scientific, 2002 - xxi, 398 p. : ill. ; 23 cm. - Advanced series on statistical science & applied probability ; v.9 . - Advanced series on statistical science & applied probability ; v. 9 .

Invcludes bibliographical references (p. 385-392) and index

ISBN: 9810249446

LCCN: 2002-510652

Subjects--Topical Terms:
Finance--Mathematical models

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