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PDE and martingale methods in option...
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PDE and martingale methods in option pricing
紀錄類型:
書目-電子資源 : 單行本
正題名/作者:
PDE and martingale methods in option pricing/ by Andrea Pascucci.
作者:
Pascucci, Andrea.
出版者:
Milano :Springer Milan, : 2011.,
面頁冊數:
xvii, 719 p. :ill., digital ; : 24 cm.;
叢書名:
Bocconi & Springer series,
Contained By:
Springer eBooks
標題:
Applications of Mathematics. -
電子資源:
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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