Lamberton, Damien.
Introduction to stochastic calculus applied to finance /
Damien Lamberton, Bernard Lapeyre.
- 2nd ed., [New ed.]
- Boca Raton : Chapman & Hall/CRC, c2008.
- 253 p. ; 25 cm.
- Chapman & Hall/CRC financial mathematics series. .
- Chapman & Hall/CRC financial mathematics series. .
Includes bibliographical references (p. 243-250) and index.
1584886269 9781584886266
Investments--Mathematics
Options (Finance)--Mathematical models
Stochastic analysis.
HG4515.3 / .L3613 2008