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Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach: 12 Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach: 12 by Andrey Itkin

Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach: 12

by Andrey Itkin


ISBN 13: 9781493967902

Format: Paperback (328 pages)
Publisher: Birkhäuser
Published: 18 Feb 2017

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New : $82.66  
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Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models by Andrey Itkin

Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models

by Andrey Itkin


ISBN 13: 9789811212765

Format: Hardcover (204 pages)
Publisher: World Scientific Publishing Company
Published: 08 Feb 2020

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Generalized Integral Transforms In Mathematical Finance Generalized Integral Transforms In Mathematical Finance by Andrey Itkin,Alexander Lipton,Dmitry Muravey

Generalized Integral Transforms In Mathematical Finance

by Andrey Itkin,Alexander Lipton,Dmitry Muravey


ISBN 13: 9789811231735

Format: Hardcover (508 pages)
Publisher: World Scientific Publishing
Published: 13 Oct 2021

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New : $185.94  
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