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author_facet:"Russo, Francesco"
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1
Seminar on Stochastic Analysis, Random Fields and Applications : Centro Stefano Franscini, Ascona, 1993
Published 1995
Birkhäuser
Table of Contents:
“
... of the Black-Scholes model -- Critical
price
for an American option nearmaturity -- Hedging of options
under
...
”
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2
Seminar on Stochastic Analysis, Random Fields and Applications VII : Centro Stefano Franscini, Ascona, May 2011
Published 2013
Birkhäuser
Table of Contents:
“
... control and
pricing
under
swap measures --...
”
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Author: Russo, Francesco
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519 - Probabilities & applied mathematics
2
Language
English
2
Collection
Springer Book Archives -2004
1
Springer eBooks 2005-
1
Author
Dozzi, Marco
2
Russo, Francesco
Bolthausen, Erwin
1
Dalang, Robert C.
1
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