PDE and martingale methods in option pricing

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Bibliographic Details
Main Author:	Pascucci, Andrea
Format:	Book
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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100	1	#	\|a Pascucci, Andrea
245	1	0	\|a PDE and martingale methods in option pricing \|c Andrea Pascucci
260	#	#	\|a Milan \|b Springer \|c 2011
300	#	#	\|a xvii, 719 p. \|b ill. \|c 24 cm
490	1	#	\|a Bocconi & Springer series \|v 2
504	#	#	\|a Includes bibliographical references and index
650	#	0	\|a Martingales (Mathematics)
650	#	0	\|a Options (Finance) \|x Prices \|x Mathematical models
650	#	0	\|a Differential equations, Partial
856	4	0	\|z Click Here to View Status and Holdings. \|u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=441728
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