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PDE and martingale methods in option...

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Pascucci, Andrea.

PDE and martingale methods in option pricing

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	PDE and martingale methods in option pricingby 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:	Options (Finance)Prices
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:

224204
Options (Finance)
--Prices

LC Class. No.: HG6024.A3 / P37 2011

Dewey Class. No.: 332.63228

PDE and martingale methods in option pricing
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020 $a 9788847017801 (paper)
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245 1 0 $a PDE and martingale methods in option pricing $h [electronic resource] / $c by Andrea Pascucci.
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300 $a xvii, 719 p. : $b ill., digital ; $c 24 cm.
440 0 $a Bocconi & Springer series, $x 2039-1471
650 0 $a Options (Finance) $x Prices $x Mathematical models. $3 224204
650 0 $a Martingales (Mathematics) $3 182691
650 0 $a Differential equations, Partial. $3 189753
650 1 4 $a Mathematics. $3 184409
650 2 4 $a Quantitative Finance. $3 274071
650 2 4 $a Probability Theory and Stochastic Processes. $3 274061
650 2 4 $a Applications of Mathematics. $3 273744
650 2 4 $a Finance/Investment/Banking. $3 511434
710 2 $a SpringerLink (Online service) $3 273601
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856 4 0 $u http://dx.doi.org/10.1007/978-88-470-1781-8
950 $a Mathematics and Statistics (Springer-11649)

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http://dx.doi.org/10.1007/978-88-470-1781-8

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