Arbitrage theory in continuous time /

Björk, Tomas.

Arbitrage theory in continuous time / Tomas Björk. - Oxford ; New York : Oxford University Press, 1998. - xii, 312 p. : ill. ; 24 cm.

Includes bibliographical references (p. [304]-308) and index.

0198775180

99185339


Arbitrage--Mathematical models.
Derivative securities--Mathematical models.

HG6024.A3 / B567 1998

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