Computational methods for option pricing
By: Yves Achdou, Olivier Pironneau.
Contributors: Pironneau, Olivier.
Series: Frontiers in applied mathematics
Publisher: Society for Industrial and Applied Mathematics
Published: 2005
Place of publication: Philadelphia
Language: eng
Number of pages: 297
Subjects: Options (Finance) -- Prices -- Mathematical models.
Notes: Includes bibliographical references and index.