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Found 2 from your keywords: author="Peter K. Friz"
cover
Large Deviations and Asymptotic Methods in Finance
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Peter K. Friz

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 financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic …

Edition
1
ISBN/ISSN
978-3-319-11605-1
Collation
Mathematics
Series Title
-
Call Number
510
cover
Large Deviations and Asymptotic Methods in Finance
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Peter K. FrizJim GatheralArchil GulisashviliAntoine JacquierJosef Teichmann

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 financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic …

Edition
-
ISBN/ISSN
978-3-319-11605-1
Collation
-
Series Title
-
Call Number
-