01031nam0-22003251i-450-9900034165704033210-521-79163-4000341657FED01000341657(Aleph)000341657FED0100034165720000920d2000----km-y0itay50------baENGDerivatives in financial markets with stochastic volatilityJean-Pierre Fouque, George Papanicolaou, K. Ronnie SircarCambridgeCambridge University pressc2000xiv, 201 p.24 cmMatematica finanziariaOpzioniScelta degli investimenti332.632Fouque,Jean-Pierre133104Papanicolaou,George41093Sircar,K. Ronnie133105ITUNINARICAUNIMARCBK990003416570403321MIV-C-997885MASMASDerivatives in financial markets with stochastic volatility443676UNINA