On mathematical finance
Lions, P. L.
Bollettino dell'Unione Matematica Italiana, Tome 3-A (2000), p. 553-572 / Harvested from Biblioteca Digitale Italiana di Matematica
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I. Introduzione. II. Un rapido esame di modelli e strumenti. III. Simulazioni Monte-Carlo efficienti e calcolo di Malliavin. IV. Osservazioni parziali e «option pricing».

Publié le : 2000-10-01
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     title = {On mathematical finance},
     journal = {Bollettino dell'Unione Matematica Italiana},
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     year = {2000},
     pages = {553-572},
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Lions, P. L. On mathematical finance. Bollettino dell'Unione Matematica Italiana, Tome 3-A (2000) pp. 553-572. http://gdmltest.u-ga.fr/item/BUMI_2000_8_3B_3_553_0/

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