PDE and martingale methods in option pricing
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| Main Author: | |
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| Format: | Livre papier |
| Language: | Anglais |
| Published: |
Milan :
Springer : Bocconi university press
cop. 2011.
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| Series: | Bocconi & Springer series : mathematics, statistics, finance and economics
2 |
| Subjects: | |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • PDE and Martingale Methods in Option Pricing, Ressource électronique, by Andrea Pascucci., Milano, Springer Milan, Springer e-books, 2011, Bocconi & Springer Series, 978-88-470-1781-8 |
| Physical Description: | 1 vol. (XVII-719 p.) ; 24 cm. |
|---|---|
| Bibliography: | Bibliogr. p. 691-711. Index |
| ISBN: | 9788847056275 (br.) |
| ISSN: | 2039-1471 |