Analysis, geometry, and modeling in finance : advanced methods in option pricing
Pierre Henry-Labordere
| Year of publication: |
2009
|
|---|---|
| Authors: | Henry-Labordere, Pierre. |
| Publisher: |
Boca Raton : CRC Press, |
| Subject: | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Stochastischer Prozess | Stochastic process | Numerisches Verfahren | Numerical analysis |
Online Resource
| Extent: | 1 online resource (383 pages) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references (pages 369-378) and index. |
| ISBN: | 978-0-429-14791-3 ; 978-1-4200-8699-7 |
| Other identifiers: | 10.1201/9781420087000 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015068834