PDE and martingale methods in option pricing

PDE and martingale methods in option pricing

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Manylion Llyfryddiaeth
Cyhoeddwyd yn:SpringerLink
Prif Awdur: Pascucci, Andrea
Fformat: Llyfr
Cyhoeddwyd: Milan, New York Springer c2011.
Cyfres:Bocconi & Springer series 2.
Pynciau:
Options (Finance) > Prices > Mathematical models.
Martingales (Mathematics)
Differential equations, Partial.
Electronic books.