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Topics in numerical methods for finance
Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then develo...
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| Main Authors: | , , |
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| Formato: | Livro |
| Idioma: | Inglês |
| Publicado em: |
Springer,
2012
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| Colecção: | Springer proceedings in mathematics & statistics, |
| Assuntos: | |
| Acesso em linha: | https://minerva.ufrj.br/F/?func=direct&doc_number=000899676&local_base=UFR01 |
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