PDE and martingale methods in option pricing
Andrea Pascucci
| Alternative title: | Calcolo Stocastico per la Finanza <engl.> |
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| Year of publication: |
2011
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| Authors: | Pascucci, Andrea |
| Publisher: |
Milano [u.a.] : Springer [u.a.] |
| Subject: | Optionspreistheorie | Stochastischer Prozess | Mathematische Ökonomie | Stochastische Analysis |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XVII, 719 S. : graph. Darst. |
|---|---|
| Series: | Bocconi & Springer series : mathematics, statistics, finance and economics. - Milano [u.a.] : Bocconi Univ. Press [u.a.], ISSN 2039-1471. - Vol. 2 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-88-470-1780-1 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009386929