Pricing of Derivatives on Mean-Reverting Assets
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Main Author: | Lutz, Bjrn |
---|---|
Corporate Author: | SpringerLink (Online service) |
Format: | Electronic eBook |
Language: | English |
Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2010.
|
Series: | Lecture Notes in Economics and Mathematical Systems,
630 |
Subjects: | |
Online Access: | http://dx.doi.org/10.1007/978-3-642-02909-7 |
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