Analytical Green's Function Approximation and Option Pricing

by Wen Cheng

Closed-form solutions to Kolmogorov type equations are very important in many application areas, such as derivative pricing, quantum mechanics, statistical physics, etc. However, they are only... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3846531960
• ISBN13: 9783846531969
• Release Date: October 2011
• Publisher: LAP Lambert Academic Publishing
• Length: 180 Pages
• Weight: 0.60 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"