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PDE and martingale methods in option...
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SpringerLink (Online service)
PDE and martingale methods in option pricing
Record Type:
Electronic resources : Monograph/item
Title/Author:
PDE and martingale methods in option pricing/ by Andrea Pascucci.
Author:
Pascucci, Andrea.
Published:
Milano :Springer Milan, : 2011.,
Description:
xvii, 719 p. :ill., digital ; : 24 cm.;
Series:
Bocconi & Springer series,
Contained By:
Springer eBooks
Subject:
Applications of Mathematics. -
Online resource:
http://dx.doi.org/10.1007/978-88-470-1781-8
ISBN:
9788847017818 (electronic bk.)
PDE and martingale methods in option pricing
Pascucci, Andrea.
PDE and martingale methods in option pricing
[electronic resource] /by Andrea Pascucci. - Milano :Springer Milan,2011. - xvii, 719 p. :ill., digital ;24 cm. - Bocconi & Springer series,2039-1471.
ISBN: 9788847017818 (electronic bk.)Subjects--Topical Terms:
121141
Applications of Mathematics.
LC Class. No.: HG6024.A3 / P37 2011
Dewey Class. No.: 332.63228
PDE and martingale methods in option pricing
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[electronic resource] /
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by Andrea Pascucci.
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Milano :
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2011.
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Springer Milan,
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xvii, 719 p. :
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ill., digital ;
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24 cm.
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2039-1471
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Applications of Mathematics.
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Differential equations, Partial.
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Mathematics and Statistics (Springer-11649)
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