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