Pricing of Derivatives on Mean-Reverting Assets

Lutz, Bjrn.

Pricing of Derivatives on Mean-Reverting Assets [electronic resource] / by Bjrn Lutz. - Berlin, Heidelberg : Springer Berlin Heidelberg, 2010. - digital. - Lecture Notes in Economics and Mathematical Systems, 630 0075-8442 ; . - Lecture Notes in Economics and Mathematical Systems, 630 .

9783642029097

10.1007/978-3-642-02909-7 doi


Economics.
Finance.
Banks and banking.
Economics/Management Science.
Finance /Banking.
Financial Economics.
Quantitative Finance.

HG4501-6051 HG1-9999

657.8333 658.152