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  • Andrea Pascucci
    978-88-470-1781-8
    2011
    Edition 1
    • Unified and detailed treatment of PDE and martingale methods in option pricing
    • Full treatment of arbitrage theory in discrete and continuous time
    • Self-contained introduction to advanced methods (Malliavin calculus, Levy processes, Fourier methods, etc)
    • Includes supplementary material: sn.pub/extras
    €419 €377
    10% OFF

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