PDE and martingale methods in option pricing
Andrea Pascucci
Bok Språk ikke angitt 2011
| Utgitt | Milan : Springer , 2011
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|---|---|
| Omfang | XVII, 719 s. : ill.
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| Emner | Arbitrage - Mathematical models
Differential equations, Partial Martingales (Mathematics) Options (Finance) - Prices - Mathematics partielle differensialligninger martingaler matematiske modeller opsjoner prisfastsettelse |
| Dewey | |
| ISBN | 9788847017801
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