Nonlinear Option Pricing

Nonlinear Option Pricing

by Julien Guyon and Pierre Henry-Labordere
Epub (Kobo), Epub (Adobe)
Publication Date: 25/03/2024

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New Tools to Solve Your Option Pricing ProblemsFor 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 Pricing compares various numerical methods for solving hi

ISBN:
9781040057834
9781040057834
Category:
Finance
Format:
Epub (Kobo), Epub (Adobe)
Publication Date:
25-03-2024
Language:
English
Publisher:
CRC Press

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