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| Chapter title |
Option Valuation in Gaussian Models
|
|---|---|
| Chapter number | 15 |
| Book title |
Martingale Methods in Financial Modelling
|
| Published by |
Springer, Berlin, Heidelberg, January 1997
|
| DOI | 10.1007/978-3-662-22132-7_15 |
| Book ISBNs |
978-3-66-222134-1, 978-3-66-222132-7
|
| Authors |
Marek Musiela, Marek Rutkowski |