Asymptotic chaos expansions in finance : theory and practice
David Nicolay
| Year of publication: |
[2014]
|
|---|---|
| Authors: | Nicolay, David |
| Publisher: |
London : Springer |
| Subject: | Stochastische Volatilität | Stochastic volatility | Finanzmathematik | Mathematical finance | Kreditmarkt | Volatilität | Mathematisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] ; Description [swbplus.bsz-bw.de] |
| Extent: | xxii, 491 Seiten |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-1-4471-6505-7 ; 978-1-4471-6506-4 |
| Other identifiers: | 10.1057/978-1-4471-6506-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013548147