All ebooks by Andrey Itkin in PDF and EPUB

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Add to my wish list Pricing Derivatives Under Lévy Models Andrey Itkin 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... Publication date: 2017-02-27 Format: PDF, ePub Publisher: Birkhäuser Collection: Pseudo-Differential Operators PDF ePub Add to basket £69,99

Add to my wish list

Pricing Derivatives Under Lévy Models

Andrey Itkin

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...

Publication date: 2017-02-27

Format: PDF, ePub

Publisher: Birkhäuser

Collection: Pseudo-Differential Operators

Add to basket

£69,99

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