Pricing of Derivatives on Mean-Reverting Assets

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Bibliographic Details
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:	Economics. Finance. Banks and banking. Economics/Management Science. Finance /Banking. Financial Economics. Quantitative Finance.
Online Access:	http://dx.doi.org/10.1007/978-3-642-02909-7
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Pricing of Derivatives on Mean-Reverting Assets by Lutz, Bjrn

Published 2010

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Electronic eBook