PDE and martingale methods in option pricing

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Material type: Text

TextSeries: Bocconi and springer series ; 2Publication details: New York Springer 2011Description: xvii, 719p. IndexISBN:

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Item type	Current library	Call number	Status	Notes	Date due	Barcode
Book	ISID	519.2872 P281.PM (Browse shelf(Opens below))	Available	Ord num:7193; Ord dt:2011-03-25		DP28960

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Previous	519.2872 L767.TM Theory of martingales /	519.2872 M592.SC Semimartingales; a course on stochastic processes	519.2872 N519.MT Martingales; a temps discret /	519.2872 P281.PM PDE and martingale methods in option pricing	519.2872 R454.CM Continuous martingales and Brownian motion /	519.2872 R454.CM Continuous martingles and brownian motion /	519.2872 Sc334.MI Measures, integrals and martingales /	Next

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