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    PDE and Martingale Methods in Option Pricing by Andrea Pascucci (English) Hardco

    • Item No : 146752359025
    • Condition : Brand New
    • Brand : No brand Info
    • Seller : the_nile
    • Current Bid : US $140.09

    • * Item Description

    • By Andrea Pascucci. Author Andrea Pascucci. General tools from PDE and martingale theories are also used in the analysis of volatility modeling.The book also contains an Introduction to Lévy processes and Malliavin calculus.
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