Analysis, geometry, and modeling in finance : advanced methods in option pricing
Year of publication: |
c 2009
|
---|---|
Authors: | Henry-Labordère, Pierre |
Publisher: |
Boca Raton, Fla. [u.a.] : CRC Press |
Subject: | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Stochastischer Prozess | Stochastic process | Numerisches Verfahren | Numerical analysis | USA | United States | Optionspreis | Mathematisches Modell |
Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] |
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Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen, (1998)
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Financial markets : stochastic analysis and the pricing of derivative securites
Mel'nikov, Aleksandr V., (1999)
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Mathematics of financial obligations
Mel'nikov, Aleksandr V., (2002)
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AUTOMATED OPTION PRICING: NUMERICAL METHODS
HENRY-LABORDÈRE, PIERRE, (2013)
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A numerical algorithm for a class of BSDEs via the branching process
Henry-Labordère, Pierre, (2014)
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Model-independent bounds for option prices—a mass transport approach
Beiglböck, Mathias, (2013)
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