A note on forward and backward partial differential equations for derivative contracts with forwards as underlyings:
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Bibliographic Details
Main Authors: Esser, Angelika (Author), Schlag, Christian 1963- (Author)
Format: Book
Language:English
Published: Frankfurt am Main Univ., Fachbereich Wirtschaftswiss. 2001
Series:Working paper series / Johann-Wolfgang-Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften : Finance & accounting 76
Subjects:
Physical Description:10 Bl. graph. Darst. : 30 cm