PDE and martingale methods in option pricing

PDE and martingale methods in option pricing

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Bibliographic Details
Main Author: Pascucci, Andrea
Format: Unknown
Published: Milan Springer 2011
Series:Bocconi & Springer series 2
Subjects:
Martingales (Mathematics)
Options (Finance) > Prices > Mathematical models
Differential equations, Partial
Online Access:Click Here to View Status and Holdings.
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Description
Physical Description:xvii, 719 p. ill. 24 cm
Bibliography:Includes bibliographical references and index
ISBN:9788847017801

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