Korn, R., & Korn, E. (2001). Option pricing and portfolio optimization: Modern methods of financial mathematics. American Mathematical Society.
Chicago Style (17th ed.) CitationKorn, Ralf, and Elke Korn. Option Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics. Providence, R.I.: American Mathematical Society, 2001.
MLA (8th ed.) CitationKorn, Ralf, and Elke Korn. Option Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics. American Mathematical Society, 2001.
Warning: These citations may not always be 100% accurate.