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Continuous-time finance /

Merton, Robert C.

Continuous-time finance / Robert C. Merton ; foreword by Paul A. Samuelson - Cambridge, Mass. : Basil Blackwell, 1990 - 700 p. : ill. ; 25 cm.

ISBN: 0631158472

LCCN: 89-018169

Subjects--Topical Terms:
Finance--Mathematical models
Investments--Mathematical models
Portfolio management--Mathematical models
Options (Finance)--Mathematical models
Finance, Public--Mathematical models

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