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Pricing of derivatives on mean-reverting assets [electronic resource] / by Bjorn Lutz.

By: Contributor(s): Series: Lecture notes in economics and mathematical systems ; 630Publication details: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010.Description: xviii, 137 p. : ill., digital ; 24 cmISBN:
  • 9783642029097 (electronic bk.)
  • 9783642029080 (paper)
Subject(s): DDC classification:
  • 332.64570151 22
LOC classification:
  • HG6024.A3 L88 2010
Online resources: In: Springer eBooks
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