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Nonlinear option pricing /
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 magazine's 2013 Quant of the Year--Nonlinear Option...
| Call Number: | Libro Electrónico |
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| Main Authors: | , |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Boca Raton, FL :
Taylor and Francis, an imprint of Chapman and Hall/CRC,
[2014]
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| Edition: | First edition. |
| Series: | Chapman & Hall/CRC financial mathematics series.
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| Subjects: | |
| Online Access: | Texto completo (Requiere registro previo con correo institucional) |