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

By Andrey Itkin

2017

• Format: Paperback
• Language: English
• ISBN: 1493967908
• ISBN13: 9781493967902
• Release Date: February 2017
• Publisher: Springer New York
• Length: 328 Pages
• Weight: 1.16 lbs.
• Dimensions: 0.7" x 6.7" x 9.6"