Large Deviations and Asymptotic Methods in Finance
Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and fi...
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Bibliographic Details
| Corporate Author: |
SpringerLink (Online service) |
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| Other Authors: |
Friz, Peter K.
(Editor),
Gatheral, Jim
(Editor),
Gulisashvili, Archil
(Editor),
Jacquier, Antoine
(Editor),
Teichmann, Josef
(Editor) |
|---|
| Format: | Electronic
eBook
|
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| Language: | English |
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| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
|
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| Series: | Springer Proceedings in Mathematics & Statistics,
110
|
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| Subjects: | |
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| Online Access: | Full Text via HEAL-Link
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