Lutz, Bjorn.

Pricing of derivatives on mean-reverting assets [electronic resource] / by Bjorn Lutz. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010. - xviii, 137 p. : ill., digital ; 24 cm. - Lecture notes in economics and mathematical systems, 630 0075-8442 ; .

9783642029097 (electronic bk.) 9783642029080 (paper)


Derivative securities--Prices--Mathematical models.
Economics/Management Science.
Finance /Banking.
Financial Economics.
Quantitative Finance.

HG6024.A3 / L88 2010

332.64570151