An alternative approach to valuing continuous cash flows, Quantitative Analysis in Financial Markets
Valeri P
Authors: Carr P, Lipton A, Madan D
Publisher: Avellaneda, Singapore, Publisher: WSPC, Pages: 110-130, ISBN: 9789810246938, 2001
Description:
This invaluable book contains lectures presented at the Courant Institute's Mathematical Finance Seminar. The audience consisted of academics from New York University and other universities, as well as practitioners from investment banks, hedge funds and asset-management firms.