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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...

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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

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