Kohn, R. -- PDE for Finance (G63.2706KOHN)

AUTHOR:Korn, Ralf.
UNIFORM TITLE:Optionsbewertung und Portfolio-Optimierung. English
TITLE:Option pricing and portfolio optimization : modern methods of financial mathematics / Ralf Korn, Elke Korn.
PUBLISHER:Providence, R.I. : American Mathematical Society, c2001.
SERIES:Graduate studies in mathematics ; v. 31
 
 
AUTHOR:Steele, J. Michael.
TITLE:Stochastic calculus and financial applications / J. Michael Steele.
PUBLISHER:New York : Springer, c2001.
SERIES:Applications of mathematics ; 45