000			01205nam a22003495i 4500
001			978-88-470-1781-8
003			Springer
005			20120501163948.0
007			cr nn 008mamaa
008			110415s2011 it | s |||| 0|eng d
020			_a9788847017818 _9978-88-470-1781-8
024	7		_a10.1007/978-88-470-1781-8 _2doi
100	1		_aPascucci, Andrea.
245	1	0	_aPDE and Martingale Methods in Option Pricing _h[electronic resource] / _cby Andrea Pascucci.
260			_aMilano : _bSpringer Milan, _c2011.
490	0		_aBocconi & Springer Series, _x2039-1471
650		0	_aMathematics.
650		0	_aFinance.
650		0	_aDistribution (Probability theory).
650	1	4	_aMathematics.
650	2	4	_aQuantitative Finance.
650	2	4	_aProbability Theory and Stochastic Processes.
650	2	4	_aApplications of Mathematics.
650	2	4	_aFinance/Investment/Banking.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9788847017801
830		0	_aBocconi & Springer Series, _x2039-1471
856	4	0	_uhttp://dx.doi.org/10.1007/978-88-470-1781-8
912			_aZDB-2-SMA
950			_aMathematics and Statistics (Springer-11649)
999			_c319543 _d319479