Achdou, Yves.
Computational methods for option pricing/
Yves Achdou, Olivier Pironneau.
- Philadelphia: Society for Industrial and Applied Mathematics, c2005.
- xviii, 297 p.: ill.; 26 cm.
- Frontiers in applied mathematics .
- Frontiers in applied mathematics .
Includes bibliographical references (p. 287-294) and index.
0898715733 (pbk.)
2005046506
Options (Finance)--Prices--Mathematical models.
332.64 / A176c