Lamberton, Damien

Introduction to stochastic calculus applied to finance / Damien Lamberton and Bernard Lapeyre - 2nd ed. - Boca Raton : Chapman & Hall/CRC, 2008 - 253 p. ; 24 cm.

Includes bibliographical references and index

9781584886266 (hbk.) 1584886269 (hbk.) RM227.79


Investments--Mathematics
Stochastic analysis
Options (Finance)--Mathematical models