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PDE and martingale methods in option...
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Pascucci, Andrea.{me_controlnum}
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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 pricing/ by Andrea Pascucci.
作者:
Pascucci, Andrea.{me_controlnum}
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.{me_controlnum}
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:
688603
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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