Financial markets : stochastic analysis and the pricing of derivative securities /
A.V. Melʹnikov ; [translated from the Russian by H.H. McFaden].
- Providence, R.I. : American Mathematical Society, c1999.
- xiv, 133 p. : ill. ; 26 cm.
- Translations of mathematical monographs ; v. 184 .
Includes bibliographical references (p. 129-130) and index.