PDE and martingale methods in option pricing

PDE and martingale methods in option pricing

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Détails bibliographiques
Publié dans:SpringerLink
Auteur principal: Pascucci, Andrea
Format: Livre
Publié: Milan, New York Springer c2011.
Collection:Bocconi & Springer series 2.
Sujets:
Options (Finance) > Prices > Mathematical models.
Martingales (Mathematics)
Differential equations, Partial.
Electronic books.