Andrey Itkin
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Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach

Original price was: ₹8,639.00.Current price is: ₹6,912.00.
This monograph presents a novel numerical approach to solving partial integro-differential equations arising in asset pricing models with jumps, which greatly exceeds the efficiency of existing approaches.
-20%
Quick View
Add to Wishlist

Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach

Original price was: ₹8,639.00.Current price is: ₹6,912.00.
This monograph presents a novel numerical approach to solving partial integro-differential equations arising in asset pricing models with jumps, which greatly exceeds the efficiency of existing approaches.
Select optionsView cart
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