منابع مشابه
Topics in Mathematical Finance Topics in Mathematical Finance
A Dissertation submitted for the Degree of Doctor of Philosophy To the memory of my mother Contents Preface iii 1 Introduction 1 1.1 Option pricing in discrete time 1 1.2 Option pricing in continuous time 4 1.3 The Black-Scholes model 8 1.4 Interest-rate models 9
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ژورنال
عنوان ژورنال: Journal of Dynamics and Differential Equations
سال: 2015
ISSN: 1040-7294,1572-9222
DOI: 10.1007/s10884-015-9468-4