Pricing of Derivatives on Mean-Reverting Assets

• Main Author: Lutz, BjΓΆrn
• Corporate Author: SpringerLink (Online service)
• Format: Electronic Kit Book
• Language: English
• Published: Berlin, Heidelberg Springer-Verlag Berlin Heidelberg 2010
• Series: Lecture Notes in Economics and Mathematical Systems 630
• Subjects: Economics; Finance; Τράπεζες και τραπεζικές εργασίες; Economics/Management Science; Finance /Banking; Financial Economics; Quantitative Finance