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options pricing » optimal pricing

1
by Capiński, Marek, Kopp, P. E.
Published 2013
Cambridge University Press
Subjects: ...Options (Finance) / Prices / Mathematical models...

2
by Capiński, Marek, Kopp, P. E., Traple, Janusz
Published 2012
Cambridge University Press
Subjects: ...Options (Finance) / Mathematical models...

3
by Capiński, Marek, Kopp, P. E.
Published 2012
Cambridge University Press
Table of Contents: ...1. Introduction -- 2. Single-step asset pricing models -- 3. Multi-step binomial model -- 4. Multi...

4
by Capiński, Marek, Zastawniak, Tomasz
Published 2012
Cambridge University Press
... for partial differential equations, and American option pricing by solving a linear complementarity problem...