Bjork, Tomas
Arbitrage theory in continuous time/
Tomas Bjork.
- 2nd ed.
- Oxford : The University Press, 2004
- xviii, 466 p.; 24 cm.
Includes index.
'References' : p. 453-460.
0199271267 £35.00
Derivative securities
Probabilities
Securities
Stochastic differential equations
Stochastic processes
519.23