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Pricing of Derivatives on Mean-Reverting Assets

Computer file

Pricing of Derivatives on Mean-Reverting Assets

Author / Creator: Lutz, Björn

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Creator: by Björn Lutz
Format: Computer file
Language: English
Contributors: SpringerLink (Online service)
Publication: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010
Series: Lecture Notes in Economics and Mathematical Systems, 630
Physical Details: v.: digital
ISBNs: 9783642029097

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Pricing of Derivatives on Mean-Reverting Assets

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