Boyarchenko, Svetlana I.

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

9789810249441


Finance--Mathematical models.