The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives.
Pricing of Derivatives on Mean-Reverting Assets (Lecture Notes in Economics and Mathematical Systems)
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Book Details
Author(s)Björn Lutz
PublisherSpringer
ISBN / ASIN3642029086
ISBN-139783642029080
AvailabilityUsually ships in 24 hours
Sales Rank6,773,120
MarketplaceUnited States 🇺🇸