Pricing derivatives under Lévy models : modern finite-difference and pseudo-differential operators approach

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Bibliographic Information

Title
"Pricing derivatives under Lévy models : modern finite-difference and pseudo-differential operators approach"
Statement of Responsibility
Andrey Itkin
Publisher
  • Birkhäuser
Publication Year
  • c2017
Book size
24 cm

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Notes

Includes bibliographical references and index

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Details 詳細情報について

  • CRID
    1130282271420414208
  • NII Book ID
    BB2332564X
  • ISBN
    9781493967902
  • LCCN
    2016960684
  • Web Site
    https://lccn.loc.gov/2016960684
  • Text Lang
    en
  • Country Code
    us
  • Title Language Code
    en
  • Place of Publication
    • [New York]
  • Data Source
    • CiNii Books
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