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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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| Autori principali: | , , |
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| Natura: | Livro |
| Lingua: | Inglês |
| Pubblicazione: |
Springer,
2012
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| Serie: | Springer proceedings in mathematics & statistics, |
| Soggetti: | |
| Accesso online: | https://minerva.ufrj.br/F/?func=direct&doc_number=000899676&local_base=UFR01 |
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