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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...
Autores principales: | Friz, Peter, Gatheral, Jim, Gulisashvili, Archil, Jacquier, Antoine, Teichmann, Josef |
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Lenguaje: | eng |
Publicado: |
Springer
2015
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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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