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Pricing of Derivatives on Mean-Reverting Assets

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  • Björn Lutz

    () (Hauck & Aufhäuser Asset)

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  • Björn Lutz, 2010. "Pricing of Derivatives on Mean-Reverting Assets," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-02909-7, March.
  • Handle: RePEc:spr:lnecms:978-3-642-02909-7
    DOI: 10.1007/978-3-642-02909-7
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