LEADER 01666nam 2200517Ia 450 001 9910452462003321 005 20200520144314.0 010 $a1-60876-421-4 035 $a(CKB)2550000001041350 035 $a(EBL)3018485 035 $a(SSID)ssj0000835840 035 $a(PQKBManifestationID)11474839 035 $a(PQKBTitleCode)TC0000835840 035 $a(PQKBWorkID)10998263 035 $a(PQKB)11387434 035 $a(MiAaPQ)EBC3018485 035 $a(Au-PeEL)EBL3018485 035 $a(CaPaEBR)ebr10660346 035 $a(OCoLC)844071137 035 $a(EXLCZ)992550000001041350 100 $a20080724d2008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 00$aNonlinear models in mathematical finance$b[electronic resource] $enew research trends in option pricing /$fMatthias Ehrhardt, editor 210 $aNew York $cNova Science Publishers$dc2008 215 $a1 online resource (374 p.) 300 $aDescription based upon print version of record. 311 $a1-60456-931-X 320 $aIncludes bibliographical references and index. 606 $aOptions (Finance)$xPrices$xMathematical models 606 $aInvestments$xMathematical models 608 $aElectronic books. 615 0$aOptions (Finance)$xPrices$xMathematical models. 615 0$aInvestments$xMathematical models. 676 $a332.64/53 701 $aEhrhardt$b Matthias$0862824 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910452462003321 996 $aNonlinear models in mathematical finance$91926187 997 $aUNINA