1. 

   jensen Member

   Question:
   
   List down the advantages of the PDE approach to valuation, compared to Martingale approach.

    

   jensen, Mar 24, 2008

   #1
2. 

   Mike Lewry Member

   See Chapter 14 Summary, page 29, for a comparison of these methods.

    

   Mike Lewry, Mar 24, 2008

   #2

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