Nonlinear Option Pricing
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About this book
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
About the Author
Julien Guyon, Pierre Henry-Labordere
| Author | Julien Guyon, Pierre Henry-Labordere |
| ISBN-13 | 9781040057834 |
| Publisher | CRC Press |
| Publication Date | 12/19/2013 |
| Series | Chapman and Hall/CRC Financial Mathematics Series |
| Page Count | 484 pages |
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- English
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