PDE and Martingale Methods in Option Pricing

Pascucci, A. (2011). PDE and Martingale Methods in Option Pricing. Springer.

Type

Book chapter

Intellectual base

Review or monograph

Year

2011

DOI

10.1007/978-88-470-1781-8

Link

https://doi.org/10.1007/978-88-470-1781-8

Cited by

1 citation across 1 artifact.

Domain-specific

• Progressively measurable process
  • The entry records a descriptive analytical identity; practical use requires the governing domain's evidence, standards, and safety obligations.

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