|
|
|
|
| LEADER |
02173nam a22003257a 4500 |
| 001 |
173259 |
| 008 |
950530t19911991xxe ||| |||| 00| 0 eng d |
| 009 |
PPN003556778 |
| 020 |
|
|
|a 0444886303 (rel.)
|
| 024 |
|
|
|a 9780444886309
|
| 041 |
0 |
|
|a eng
|
| 080 |
|
|
|a 33
|
| 082 |
|
|
|a 330
|
| 245 |
0 |
0 |
|a Stochastic models and option values :
|b applications to resources, environment and investment problems
|c ed. by Diderik Lund,... and Bernt Øksendal,...
|
| 260 |
|
|
|a Amsterdam ;
|a New York ;
|a Oxford :
|b North-Holland,
|c cop. 1991.
|
| 300 |
|
|
|a 1 volume (x-301 pages) :
|b tableaux, graphiques ;
|c 23 cm.
|
| 490 |
0 |
|
|a Contributions to economic analysis
|v 200
|
| 500 |
|
|
|a Actes d'une conférence tenue en 1989 à Loen, Norvège
|
| 504 |
|
|
|a Notes bibliographiques. Index
|
| 505 |
0 |
|
|a Stochastic models and option values : an introduction / Diderik Lund -- Stochastic control theory : a brief summary / Bernt Øksendal -- The price of convenience and the valuation of commodity contingent claims / Michael J. Brennan -- Valuation of long term oil-linked assets / Rajna Gibson and Eduardo Schwartz -- The cost of a promise to develop an oil field within a fixed future date / Petter Bjerksund -- Irreversibility and the explanation of investment behavior / Robert S. Pindyck -- Financial and non-financial option valuation / Diderik Lund -- Partial investment under certainty / T.Ø. Kobila -- The high contact principle as a sufficiency condition for optimal stopping / Kjell Arne Brekke and Bernt Øksendal -- Invariant controls in stochastic allocation problems / Trond E. Olsen and Gunnar Stensland
|
| 650 |
|
|
|a Analyse stochastique
|
| 650 |
|
|
|a Options (finances)
|x Modèles mathématiques
|
| 650 |
|
|
|a Investissements
|x Modèles mathématiques
|
| 650 |
|
|
|a Processus stochastiques
|
| 650 |
|
|
|a Finances
|x Modèles mathématiques
|
| 650 |
|
|
|a Actes de congrès
|
| 700 |
1 |
|
|a Lund, Diderik,
|d 1953-....,
|c économiste.
|4 pbd
|
| 700 |
1 |
|
|a Øksendal, Bernt Karsten,
|d 1945-
|4 pbd
|
| 710 |
2 |
|
|a Centre for applied research.
|4 orm
|
| 997 |
|
|
|0 173259
|1 Livre papier
|a Ressource papier
|c 0/Orléans/
|c 1/Orléans/BU Droit, Economie, Gestion/
|z Orléans, BU Droit, Economie, Gestion, PS20101
|
