Korn, Ralf.

Option pricing and portfolio optimization : modern methods of financial mathematics - Providence, R.I. : American Mathematical Society, c2001. - 1 online resource (xiv, 253 p. : ill.) - Graduate Studies in Mathematics, v. 31 .

Includes bibliographical references (p. 247-249) and index.

9781470420857 (online)


Options (Finance)
Portfolio management