Nonlinear Option Pricing

by Pierre Henry-Labordere Julien Guyon

New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dimensionality issues. Written by two leaders in quantitative research-including Risk magaz

Genres: Kids, Business & Finance

ISBN: 9781040057834

Published: 2013-12-19

Publisher: Chapman and Hall/CRC

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