PDE and martingale methods in option pricing

PDE and martingale methods in option pricing

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書目詳細資料
發表在:SpringerLink
主要作者: Pascucci, Andrea
格式: 圖書
出版: Milan, New York Springer c2011.
叢編:Bocconi & Springer series 2.
主題:
Options (Finance) > Prices > Mathematical models.
Martingales (Mathematics)
Differential equations, Partial.
Electronic books.