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