Pde And Martingale Methods In Option Pricing - Info and Reading Options
By Andrea Pascucci
"Pde And Martingale Methods In Option Pricing" was published by Springer in 2011.
“Pde And Martingale Methods In Option Pricing” Metadata:
- Title: ➤ Pde And Martingale Methods In Option Pricing
- Author: Andrea Pascucci
- Publisher: Springer
- Publish Date: 2011
“Pde And Martingale Methods In Option Pricing” Subjects and Themes:
- Subjects: ➤ Mathematics - Distribution (Probability theory) - Finance - Options (finance) - Prices, mathematical models - Differential equations, partial - Arbitrage - Martingales (mathematics) - Options (Finance) - Prices - Mathematical models - Martingales (Mathematics) - Partial Differential equations - Options (Finances) - Prix - Modèles mathématiques - Martingales (Mathématiques) - Équations aux dérivées partielles - Quantitative Finance - Probability Theory and Stochastic Processes - Applications of Mathematics - Finance/Investment/Banking
Edition Identifiers:
- The Open Library ID: OL25991177M - OL17409562W
- Online Computer Library Center (OCLC) ID: 728100148
- ISBN-13: 9788847017801
- All ISBNs: 9788847017801
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