Non-Gaussian Merton-Black-Scholes theory /
Svetlana I. Boyarchenko, Sergei Z. Levendorskiĭ.
- Singapore ; River Edge, NJ : World Scientific, 2002.
- xxi, 398 p. : ill. ; 23 cm.
- Advanced series on statistical science & applied probability ; v.9 .
- 0Advanced series on statistical science & applied probability ; v. 9. .
Includes bibliographical references (p. 385-392) and index