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PDE and Martingale Methods in Option Pricing
| Autor principal: | |
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| Lenguaje: | eng |
| Publicado: |
Springer
2011
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-88-470-1781-8 http://cds.cern.ch/record/1500815 |
| _version_ | 1780926979877371904 |
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| author | Pascucci, Andrea |
| author_facet | Pascucci, Andrea |
| author_sort | Pascucci, Andrea |
| collection | CERN |
| id | cern-1500815 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2011 |
| publisher | Springer |
| record_format | invenio |
| spelling | cern-15008152021-04-21T23:58:33Zdoi:10.1007/978-88-470-1781-8http://cds.cern.ch/record/1500815engPascucci, AndreaPDE and Martingale Methods in Option PricingMathematical Physics and MathematicsSpringeroai:cds.cern.ch:15008152011 |
| spellingShingle | Mathematical Physics and Mathematics Pascucci, Andrea PDE and Martingale Methods in Option Pricing |
| title | PDE and Martingale Methods in Option Pricing |
| title_full | PDE and Martingale Methods in Option Pricing |
| title_fullStr | PDE and Martingale Methods in Option Pricing |
| title_full_unstemmed | PDE and Martingale Methods in Option Pricing |
| title_short | PDE and Martingale Methods in Option Pricing |
| title_sort | pde and martingale methods in option pricing |
| topic | Mathematical Physics and Mathematics |
| url | https://dx.doi.org/10.1007/978-88-470-1781-8 http://cds.cern.ch/record/1500815 |
| work_keys_str_mv | AT pascucciandrea pdeandmartingalemethodsinoptionpricing |