Theory of Financial Risk and Derivative Pricing (From Statistical Physics to Risk Management) || Options: the Black and Scholes model
Bouchaud, Jean-Philippe, Potters, MarcVolume:
10.1017/CB
Year:
2003
Language:
english
DOI:
10.1017/CBO9780511753893.018
File:
PDF, 112 KB
english, 2003