Cargando…

Large Deviations and Asymptotic Methods in Finance

Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and fi...

Descripción completa

Detalles Bibliográficos
Autores principales: Friz, Peter, Gatheral, Jim, Gulisashvili, Archil, Jacquier, Antoine, Teichmann, Josef
Lenguaje:eng
Publicado: Springer 2015
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-11605-1
http://cds.cern.ch/record/2032384