PDE and martingale methods in option pricing

PDE and martingale methods in option pricing

Bibliographic Details
Published in:SpringerLink
Main Author: Pascucci, Andrea
Format: Book
Published: Milan, New York Springer c2011.
Series:Bocconi & Springer series 2.
Subjects:
Options (Finance) > Prices > Mathematical models.
Martingales (Mathematics)
Differential equations, Partial.
Electronic books.