PDE and martingale methods in option pricing

PDE and martingale methods in option pricing

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Bibliographic Details
Published in:SpringerLink
Main Author: Pascucci, Andrea
Format: Book
Published: Milan, New York Springer c2011.
Series:Bocconi & Springer series 2.
Subjects:
Options (Finance) > Prices > Mathematical models.
Martingales (Mathematics)
Differential equations, Partial.
Electronic books.