PDE and martingale methods in option pricing

Author(s)

• Pascucci, Andrea

Bibliographic Information

PDE and martingale methods in option pricing

Andrea Pascucci

（Bocconi & Springer series / (series editors) Sandro Salsa ... [et al.], 2）

Springer : Bocconi University Press, c2011

• : softcover

Note

Includes bibliographical references (p.[691]-711) and index

Details

• NCID: BD02959521
• ISBN:
  • 9788847056275
• LCCN: 2010929483
• Country Code: it
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Milan
• Pages/Volumes: xvii, 719 p.
• Size: 24 cm
• Classification:
  • DC22 : 332.645301515353
• Subject Headings:
  • LCSH : Options (Finance) -- Prices -- Mathematics
  • LCSH : Arbitrage -- Mathematical models
  • LCSH : Martingales (Mathematics)
  • LCSH : Differential equations, Partial
• Parent Bibliography ID:
  • BB04466702