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Nonlinear Option Pricing

Om Nonlinear Option Pricing

Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods, including novel techniques

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  • Språk:
  • Engelska
  • ISBN:
  • 9781032919393
  • Format:
  • Häftad
  • Sidor:
  • 484
  • Utgiven:
  • 14. oktober 2024
  • Mått:
  • 156x234x0 mm.
  • Vikt:
  • 900 g.
Leveranstid: 2-4 veckor
Förväntad leverans: 18. december 2024
Förlängd ångerrätt till 31. januari 2025

Beskrivning av Nonlinear Option Pricing

Written by two leaders in quantitative research, this book compares various numerical methods for solving high-dimensional nonlinear problems arising in option pricing. Designed for practitioners, it is the first authored book to discuss nonlinear Black-Scholes PDEs and compare the efficiency of many different methods, including novel techniques

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