Pricing of derivatives on mean-reverting assets /
Lutz, Björn.
Pricing of derivatives on mean-reverting assets / Björ̈n Lutz. - Heidelberg ; New York : Springer-Verlag, c2010. - xviii, 137 p. : ill. ; 24 cm. - Lecture notes in economics and mathematical systems, 630 0075-8442 ; . - Lecture notes in economics and mathematical systems ; 630. .
Includes bibliographical references (p. 133-137)
9783642029080
Derivative securities--Prices--Mathematical models.
Pricing of derivatives on mean-reverting assets / Björ̈n Lutz. - Heidelberg ; New York : Springer-Verlag, c2010. - xviii, 137 p. : ill. ; 24 cm. - Lecture notes in economics and mathematical systems, 630 0075-8442 ; . - Lecture notes in economics and mathematical systems ; 630. .
Includes bibliographical references (p. 133-137)
9783642029080
Derivative securities--Prices--Mathematical models.