PDE and martingale methods in option pricing
Saved in:
Main Author: | Pascucci, Andrea |
---|---|
Format: | Unknown |
Published: |
Milan
Springer
2011
|
Series: | Bocconi & Springer series
2 |
Subjects: | |
Online Access: | Click Here to View Status and Holdings. |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Option valuation analyzing and pricing standardized option contracts
by: Gibson, Rajna
Published: (1991) -
The complete guide to option pricing formulas
by: Haug, Espen Gaarder
Published: (1998) -
Advanced options trading the analysis and evaluation of trading strategies, hedging tactics, and pricing models
by: Daigler, Robert T
Published: (1994) -
Options pricing an international perspective
by: Gemmill, Gordon
Published: (1993) -
Martingale methods in financial modelling
by: Musiela, Marek 1950-
Published: (2005)