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PDE and Martingale Methods in Option Pricing

Overview of attention for book
Attention for Chapter 14: Stochastic calculus for jump processes
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Citations

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36 Mendeley
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Chapter title
Stochastic calculus for jump processes
Chapter number 14
Book title
PDE and Martingale Methods in Option Pricing
Published by
Springer, Milano, January 2011
DOI 10.1007/978-88-470-1781-8_14
Book ISBNs
978-8-84-701780-1, 978-8-84-701781-8
Authors

Andrea Pascucci

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 36 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 36 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 13 36%
Researcher 8 22%
Student > Bachelor 3 8%
Student > Doctoral Student 2 6%
Professor 1 3%
Other 4 11%
Unknown 5 14%
Readers by discipline Count As %
Mathematics 12 33%
Economics, Econometrics and Finance 6 17%
Physics and Astronomy 3 8%
Engineering 3 8%
Business, Management and Accounting 2 6%
Other 2 6%
Unknown 8 22%