Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility model

Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility model

This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in hono

The modern financial industry has been required to deal with large and diverse portfolios in a variety of asset classes often with limited market data available

This volume contains six chapters which cover several modern topics of quantitative finance and reflect the most significant trends currently shaping this field