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Nonlinear Option Pricing
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Nonlinear Option Pricing

Buch (broschiert)ca. 86.00 CHF
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Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods, including novel techniques

Oktober 2024, ca. 484 Seiten, Chapman and Hall/CRC Financial Mathematics Series, Englisch
Taylor and Francis
978-1-032-91939-3

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