Elements in Quantitative Finance
Elements in Quantitative Finance
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ISBN: 9781009339308
Author: Andrew Lesniewski; Patrick S. Hagan
Publisher: Gardners
Published Date: November 17, 2022
Access Validity: 3 Years from Date of Purchase
Book Type:
Digital eBook
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In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing.
