PDE and martingale methods in option pricing

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Bibliographic Information

Title
"PDE and martingale methods in option pricing"
Statement of Responsibility
Andrea Pascucci
Publisher
  • Springer : Bocconi University Press
Publication Year
  • c2011
Book size
24 cm
Series Name / No
  • : softcover

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Notes

Includes bibliographical references (p.[691]-711) and index

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