机读格式显示(MARC)
- 000 00970cam a2200289Ka 4500
- 008 100630s2011 it b 001 0 eng d
- 035 __ |a (OCoLC)646114189
- 040 __ |a BTCTA |b eng |c BTCTA |d YDXCP |d BWX |d YOU |d CDX |d TXJ |d C3L
- 100 1_ |a Pascucci, Andrea.
- 245 10 |a PDE and martingale methods in option pricing / |c Andrea Pascucci.
- 260 __ |a Milan ; |a New York : |b Springer, |c c2011.
- 300 __ |a xvii, 719 p. , |c 24 cm.
- 490 1_ |a Bocconi & Springer series ; |v 2.
- 504 __ |a Includes bibliographical references (p. [691]-711) and index.
- 650 _0 |a Options (Finance) |x Prices |x Mathematical models.
- 650 _0 |a Arbitrage |x Mathematical models.
- 650 _0 |a Martingales (Mathematics)
- 650 _0 |a Differential equations, Partial.
- 830 _0 |a Bocconi & Springer series ; |v 2.