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1. PDE and Martingale Methods in Option Pricing
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Author:
Pascucci, Andrea; Favero, Carlo A.; Müller, Peter
Publisher:
Springer Milan 2011
Format:
e-book
2. Wiener Chaos: Moments, Cumulants and Diagrams
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Author:
Peccati, Giovanni; Favero, Carlo A.; Salsa, Sandro; Taqqu, Murad S.; Taqqu, Murad
Publisher:
Springer Milan 2011
Format:
e-book
3. Peacocks and Associated Martingales, with Explicit Constructions
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Author:
Hirsch, Francis; Favero, Carlo A.; Profeta, Christophe; Roynette, Bernard; Salsa, Sandro; Yor, Marc
Publisher:
Springer Milan 2011
Format:
e-book