AUTHOR: | Korn, Ralf. |
UNIFORM TITLE: | Optionsbewertung und Portfolio-Optimierung. English |
TITLE: | Option pricing and portfolio optimization : modern methods of financial mathematics / Ralf Korn, Elke Korn. |
PUBLISHER: | Providence, R.I. : American Mathematical Society, c2001. |
SERIES: | Graduate studies in mathematics ; v. 31 |
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AUTHOR: | Steele, J. Michael. |
TITLE: | Stochastic calculus and financial applications / J. Michael Steele. |
PUBLISHER: | New York : Springer, c2001. |
SERIES: | Applications of mathematics ; 45 |
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