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Wavelet based PDE valuation of derivatives

M. A. H. Dempster

Publication Data

Title Wavelet based PDE valuation of derivatives
Author M. A. H. Dempster
Contributors A. Eswaran, Judge Institute of Management Studies
Publisher Judge Institute of Management Studies
Publication date 2000
Publication location Cambridge
Language English

Topics

Differential equations, Partial
England

Catalogue Data

OBNB ID GBA115478
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 25 p.
P1042 Includes bibliographical references.

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Wavelet based PDE valuation of derivatives by M. A. H. Dempster. Published by Judge Institute of Management Studies in 2000. Publication and catalogue information, links to buy online and reader comments.

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