PDE and martingale methods in option pricing
Andrea Pascucci
| Alternative title: | Calcolo stocastico per la finanza <engl.> |
|---|---|
| Year of publication: |
2011
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| Authors: | Pascucci, Andrea |
| Publisher: |
Milano : Springer |
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Stochastische Analysis |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [deposit.dnb.de] |
| Extent: | XVII, 719 S. graph. Darst. |
|---|---|
| Series: | Bocconi & Springer series : B&SS. - Milano : Springer, ISSN 2039-1471, ZDB-ID 2589288-5. - Vol. 2 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Bound A. Pascucci teaches at the University of Bologna Includes bibliographical references |
| ISBN: | 978-88-470-1780-1 ; 88-470-1780-7 ; 978-88-470-1781-8 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013446462