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Nonlinear Option Pricing
Language: en
Pages: 480

Nonlinear Option Pricing

Authors: Julien Guyon
Categories: Business & Economics
Type: BOOK - Published: 2013-12-19 - Publisher: CRC Press

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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 dime
Nonlinear Option Pricing
Language: en
Pages: 486

Nonlinear Option Pricing

Authors: Julien Guyon
Categories: Business & Economics
Type: BOOK - Published: 2013-12-19 - Publisher: CRC Press

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New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dim
Nonlinear Valuation and Non-Gaussian Risks in Finance
Language: en
Pages: 283

Nonlinear Valuation and Non-Gaussian Risks in Finance

Authors: Dilip B. Madan
Categories: Mathematics
Type: BOOK - Published: 2022-02-03 - Publisher: Cambridge University Press

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Explore how market valuation must abandon linearity to deliver efficient resource allocation.
Option Pricing in Incomplete Markets
Language: en
Pages: 200

Option Pricing in Incomplete Markets

Authors: Yoshio Miyahara
Categories: Mathematics
Type: BOOK - Published: 2012 - Publisher: World Scientific

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This volume offers the reader practical methods to compute the option prices in the incomplete asset markets. The [GLP \& MEMM] pricing models are clearly intro
Backward Stochastic Differential Equations
Language: en
Pages: 236

Backward Stochastic Differential Equations

Authors: N El Karoui
Categories: Mathematics
Type: BOOK - Published: 1997-01-17 - Publisher: CRC Press

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This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on th