Computational methods for option pricing /

Bibliographic Details
Main Author: Achdou, Yves
Other Authors: Pironneau, Olivier
Format: Book
Language:English
Published: Philadelphia : Society for Industrial and Applied Mathematics, [2005]
Series:Frontiers in applied mathematics.
Subjects:
Description
Physical Description:xviii, 297 pages : illustrations ; 26 cm.
Bibliography:Includes bibliographical references (pages 287-294) and index.
ISBN:0898715733 (pbk.)