Stochastic models and option values : applications to resources, environment and investment problems/ edited by Diderik Lund and Bernt Oksendal - Amsterdam, The Netherlands : North-Holland, c1991 - x, 301 p.; 23 cm. - Contributions to economic analysis 200 .

Papers presented at a conference organized by the Centre for Applied Research at the Department of Economics, University of Oslo, and held at Loen, Norway in 1989.

Includes bibliographical references and index

0444886303 F 175.00


Investments--Mathematical models--Congresses
Finance--Mathematical models--Congresses
Options (Finance)--Mathematical models--Congresses
Stochastic processes--Congresses