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Nonlinear Option Pricing

Nonlinear Option Pricing

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About this ebook

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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PDF
Language
English
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