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Télécharger le livre : Pricing Derivatives Under Lévy Models
Andrey Itkin
Pricing Derivatives Under Lévy Models
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. The method, based on pseudo-differential operators and several...
Editeur : Birkhäuser
Parution : 2017-02-27
Collection : Pseudo-Differential Operators
Format(s) : PDF, ePub
84,39 €
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