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7 produkter
Large Deviations and Asymptotic Methods in Finance
Av Peter K. Friz, Jim Gatheral m. fl.
Inbunden, 2015
1638 kr
Lägg i varukorg
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 …
Large Deviations and Asymptotic Methods in Finance
Av Josef Teichmann, Antoine Jacquier m. fl.
E-bok, 2015
2111 kr
Lägg i varukorg
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 …
Large Deviations and Asymptotic Methods in Finance
Av Peter K. Friz, Jim Gatheral m. fl.
Häftad, 2016
1638 kr
Lägg i varukorg
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 …
Analytically Tractable Stochastic Stock Price Models
Inbunden, 2012
880 kr
Lägg i varukorg
Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price …
Analytically Tractable Stochastic Stock Price Models
E-bok, 2012
815 kr
Lägg i varukorg
Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price …
Analytically Tractable Stochastic Stock Price Models
Häftad, 2014
629 kr
Lägg i varukorg
Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price …
NON-AUTONOMOUS KATO CLASSES AND FEYNMAN-KAC PROPAGATORS
Av Archil Gulisashvili, Jan A van Casteren
Inbunden, 2006
2019 kr
Tillfälligt slut
This book provides an introduction to propagator theory. Propagators, or evolution families, are two-parameter analogues of semigroups of operators. Propagators are encountered in analysis, mathematical physics, partial differential equations, and probability theory. They are often used as …
