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Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach
Original price was: ₹8,639.00.₹6,912.00Current 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.
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.
Additional information
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Book information
Edition
1st Edition
ISBN [Softcover]
9781493967902
Publisher
Birkhauser
Year
2017
Pages
XX, 308 p.
Series Title
Pseudo-Differential Operators
Language
English
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