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Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski. -- 2nd ed., corr. 2nd printing. -- Berlin : Springer , c2007. -- xix, 680 p. ; 24 cm. -- (Applications of mathematics ; Stochastic modelling and applied probability ; 36). -- "The second printing of the second edition of this book expands and clarifies further its contents exposition...The bibliographical references are brought up to date as far as possible." -- Note on the Second Printing, p. [vii]. ; Bibliography: p. [623]-672 ; Includes index. -- ISBN 9783540209669 ; (BA83157535) ; https://ci.nii.ac.jp/ncid/BA83157535
Author Heading(s): Musiela, Marek ; Rutkowski, Marek
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