Fouque, Jean-Pierre

Derivatives in financial markets with stochastic volatility/ Jean-Pierre Fouque, George Papanicolaou, K. Ronnie Sircar. - Cambridge, UK: New York: Cambridge University Press, 2000. - xiv, 201 p.: ill.; 24 cm.

Includes bibliographical references (p. 195-197) and index.

0521791634 (hbk.)

00023603

GBA0-75128


Derivative securities.
Financial institutions.

332.63/2