Pricing derivatives under Lévy models : modern finite-difference and pseudo-differential operators approach

著者

• Itkin, Andrey

書誌事項

Pricing derivatives under Lévy models : modern finite-difference and pseudo-differential operators approach

Andrey Itkin

（Pseudo-differential operators : theory and applications / managing editor, M.W. Wong, v. 12）

Birkhäuser, c2017

注記

Includes bibliographical references and index

詳細情報

• NII書誌ID(NCID): BB2332564X
• ISBN:
  • 9781493967902
• LCCN: 2016960684
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: [New York]
• ページ数/冊数: xx, 308 p.
• 大きさ: 24 cm
• 親書誌ID:
  • BA86342770