PDE and martingale methods in option pricing :: SCD d'Orléans

PDE and martingale methods in option pricing

PDE and martingale methods in option pricing

محفوظ في:

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Pascucci, Andrea, 1969-
التنسيق:	Livre papier
اللغة:	Anglais
منشور في:	Milan : Springer : Bocconi university press cop. 2011.
سلاسل:	Bocconi & Springer series : mathematics, statistics, finance and economics 2
الموضوعات:	Équations aux dérivées partielles Options (finances) Mathématiques financières
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

مواد مشابهة

PDE and Martingale Methods in Option Pricing
بواسطة: Pascucci, Andrea, 1969-

Neutral and indifference portfolio pricing, hedging and investing : with applications in equity and fx
بواسطة: Stojanovic, Srdjan

Option pricing
بواسطة: Jarrow, Robert A., وآخرون
منشور في: (1983)

Rearrangements and convexity of level sets in PDE
بواسطة: Kawohl, Bernhard, 1952-
منشور في: (1985)

Nonlinear PDEs : mathematical models in biology, chemistry and population genetics
بواسطة: Ghergu, Marius, 19..-...., mathématicien, وآخرون

Second order PDE's in finite and infinite dimension : a probabilistic approach
بواسطة: Cerrai, Sandra, 1969-
منشور في: (2001)

Nonlinear PDEs : a dynamical systems approach
بواسطة: Schneider, Guido, 1964, وآخرون
منشور في: (2017)

Option pricing : theory and applications
بواسطة: Brenner, Menachem
منشور في: (1983)

Option pricing and strategies in investing
بواسطة: Bookstaber, Richard M., 1950-
منشور في: (1981)

Introduction to Option Pricing Theory
بواسطة: Kallianpur, Gopinath, 1925-2015, وآخرون

Tools for PDE : pseudodifferential operators, paradifferential operators, and layer potentials
بواسطة: Taylor, Michael Eugene, 1946-...., mathématicien
منشور في: (2000)

High order difference methods for time dependent PDE
بواسطة: Gustafsson, Bertil, 1939-

Adaptive control of parabolic PDEs
بواسطة: Smyshlyaev, Andrey, وآخرون
منشور في: (2010)

Solving numerical PDEs : problems, applications, exercises
بواسطة: Formaggia, Luca, 1959-, وآخرون

Geometric Analysis and PDEs : lectures given at the C.I.M.E. Summer School held in Cetraro, Italy, June 11-16, 2007
بواسطة: Gursky, Matthew J., وآخرون
منشور في: (2009)

Rearrangements and Convexity of Level Sets in PDE
بواسطة: Kawohl, Bernhard, 1952-

Studies in phase space analysis with applications to PDEs
بواسطة: Cicognani, Massimo
منشور في: (2013)

Studies in phase space analysis with applications to PDEs
بواسطة: Cicognani, Massimo

Second Order PDE s in Finite and Infinite Dimension : A Probabilistic Approach
بواسطة: Cerrai, Sandra, 1969-...., mathématicienne

The method of intrinsic scaling : a systematic approach to regularity for degenerate and singular PDEs
بواسطة: Urbano, José Miguel, 19..-
منشور في: (2008)

Financial Mathematics : Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8 13, 1996
بواسطة: Biais, Bruno, 1962-...., économiste, وآخرون

The Method of Intrinsic Scaling : A Systematic Approach to Regularity for Degenerate and Singular PDEs
بواسطة: Urbano, José Miguel, 19..-

Comparison principles for general potential theories and PDEs
بواسطة: Cirant, Marco, 1986-, وآخرون
منشور في: (2023)

PDEs and continuum models of phase transitions : proceedings of an NSF-CNRS Joint Seminar held in Nice, France, January 18-22, 1988

Nonlinear Oscillations of Hamiltonian PDEs
بواسطة: Berti, Massimiliano, 1972-...., mathématicien

Time-Dependent Problems and Difference Methods
بواسطة: Gustafsson, Bertil, 1939-, وآخرون
منشور في: (2013)

Nonlinear PDE s and applications : C.I.M.E. Summer School, Cetraro, Italy 2008
بواسطة: Ambrosio, Luigi, 1963-...., mathématicien, وآخرون
منشور في: (2011)

Integral methods in science and engineering : theoretical and practical aspects

Methods of mathematical physics Partial differential equations
بواسطة: Courant, Richard, 1888-1972, وآخرون
منشور في: (1962)

Level Set and PDE Based Reconstruction Methods in Imaging : Cetraro, Italy 2008
بواسطة: Burger, Martin, 1976-, وآخرون
منشور في: (2013)

Eléments d'équations aux dérivées partielles pour ingénieurs : théorie et méthodes numériques
بواسطة: Cuvelier, Cornelis, 1948-, وآخرون
منشور في: (1988)

Options : theory, strategy, and applications
بواسطة: Ritchken, Peter
منشور في: (1987)

Martingale methods in financial modelling
بواسطة: Musiela, Marek, 19..-, وآخرون
منشور في: (1998)

Symposium on non-well-posed problems and logarithmic convexity : held in Heriot-Watt University, Edinburgh/Scotland, March 22-24, 1972

Metastability in slowly time-dependent non-singular or singular stochastic PDEs
بواسطة: Nader, Rita, 1996-
منشور في: (2022)

Domain decomposition methods in science and engineering XVIII
بواسطة: Bercovier, Michel, 1941-...., mathématicien

Partial differential equations. Foundations of the classical theory
بواسطة: Egorov, Ju. V., 19..-...., mathématicien
منشور في: (1992)

Random Perturbation of PDEs and Fluid Dynamic Models : École d Été de Probabilités de Saint-Flour XL 2010
بواسطة: Flandoli, Franco, 1959-...., mathématicien

Homotopy analysis method in nonlinear differential equations
بواسطة: Liao, Shijun, scientifique

hp-Finite Element Methods for Singular Perturbations
بواسطة: Melenk, Jens Markus, 1967-...., mathématicien

© 2021-2023 • Université d'Orléans, Service Commun de Documentation, 6 rue de Tours, 45072 Orléans cedex 2
+33(0) 2 38 41 71 84 • https://scd.univ-orleans.fr • Mentions légales