Nonlinear option pricing / by Julien Guyon and Pierre Henry-Labordere.
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...
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| Online Access: |
Full Text (via O'Reilly/Safari) |
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| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
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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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Internet
Full Text (via O'Reilly/Safari)Online
| Call Number: |
HG6042
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| HG6042 | Available |